difference with <LI> between Mozilla an IE

I've copied the basic CSS off of a tutorial website about using <ul> and <li> instead of tables for generating menu bars. My problem is that IE does not seem to want to get rid of the indentation that an LI usually has. I've attached a picture showing the differences. Notice how IE has the extra space on the left?

I've tried setting eveything with margin, padding and border 0 but IE still wont' get rid of it. Anyone know how?