want <p> tag in <li> tag

Hi,

I am developing one small application usingn CKEditor. I want to add <p> tag automatically in <li>. I am using CKEditor.NET.dll.

Right now i get the below html when i type the below text.

<ul>
    <li>a</li>
    <li>b</li>
    <li>c</li>
    <li>d</li>
</ul>

Below is the HTML that i expect from CKEditor to output for me:

<ul>
    <li><p>a</p></li>
    <li><p>b</p></li>
    <li><p>c</p></li>
    <li><p>d</p></li>
</ul>

Please Help.