how to load the xml data into inside of html <li> Tag

ya fine...but i want these related one websites..

sorry.i forgot to say these all event do on javascript fot htmlpage

Well, you could retrieve the values with code such as the following:

using System;
using System.Linq;
using System.Xml.Linq;


class Test
{
   static void Main()
   {  
      XElement fav = XElement.Load("Favourites.xml");
      string[] values = (from li in fav.Element("favourites").Elements("li") select 
li.Value).ToArray();


      foreach(string value in values)
      {
         Console.WriteLine(value);
      }


      Console.ReadKey();
   }
}

How you could insert those values into an HTML file would depend on the structure of that file.