Add the following to the top of your skin's ascx file:
<%@ Register TagPrefix="dnn" Namespace="DotNetNuke.UI.Skins" Assembly="DotNetNuke" %>

Find the menu in your skin that you would like to render as an unordered list. It will look something like this:

<dnn:NAV runat="server" id="dnnNAV"  ProviderName="DNNMenuNavigationProvider"/>

Replace it with this:
<dnn:NAV runat="server" id="dnnNAV"  ProviderName="DNNMenuNavigationProvider" IndicateChildren="false" ControlOrientation="Horizontal" CSSControl="mainMenu">
        <CustomAttributes>
                <dnn:CustomAttribute Name="RenderMode" Value="UnorderedList"/>
         </CustomAttributes>
</dnn:NAV>

The custom attribute will set the rendermode to render an unordered list.