2 errors when trying to validate XHTML

http://validator.w3.org/check?uri=http%3A%2F%2Fwww.sridhareena.com

I get this kind of error:

document type does not allow element “li” here; missing one of “ul”, “ol”, “menu”, “dir” start-tag.

It’s coming from the widget titled ‘Links’.

Any help on fixing these errors is appreciated.