How to make the HTML link activated by clicking on the <li>?

#menu li { padding: 0px; }
#menu li a { margin: 0px; display: block; width: 100%; height: 100%; }

It may need some tweaking for IE6, but that's about how you do it.

As Marineio said, you could use the onclick attribute of the <li> to change location.href, through javascript:

<li onclick="location.href='http://example';"> ... </li>

Alternatively, you could remove any margins or padding in the <li>, and add a large padding to the left side of the <a> to avoid text going over the bullet.

The following seems to work:

ul#menu li a {
    color:#696969;
    display:block;
    font-weight:bold;
    line-height:2.8;
    text-decoration:none;
    width:100%;
}

Anchor href link apply to li:

#menu li a {
       display:block;
    }

a {
  display: block;
  position: relative;
}

I think that is all you need.

try:

ul#menu li a {
    color:#696969;
    display:block;
    font-weight:bold;
    line-height:2.8;
    text-decoration:none;
    width:100%;
}

<ul id="menu">              
    <li><a href="#">Something1</a></li>
    <li><a href="#">Something2</a></li>
    <li><a href="#">Something3</a></li>
    <li><a href="#">Something4</a></li>
</ul>

You could try an "onclick" event inside the LI tag, and change the "location.href" as in javascript.

You could also try placing the li tags within the a tags, however this is probably not valid HTML.

Ignacio Pascual provided this code, which work like a charm. I would like to enhance it with a smooth scroll.

$(document).ready(function(){
    $("li > a").each(function(index, value) {
        var link = $(this).attr("href");
        $(this).parent().bind("click", function() {
            location.href = link;
        });
    });
}); 

I tried to add a smooth scrolling, by using part of this code both separately or by inserting it :

$(document).ready(function(){
  // Add smooth scrolling to all links
  $("a").on('click', function(event) {

    // Make sure this.hash has a value before overriding default behavior
    if (this.hash !== "") {
      // Prevent default anchor click behavior
      event.preventDefault();

      // Store hash
      var hash = this.hash;

      // Using jQuery's animate() method to add smooth page scroll
      // The optional number (800) specifies the number of milliseconds it takes to scroll to the specified area
      $('html, body').animate({
        scrollTop: $(hash).offset().top
      }, 800, function(){

        // Add hash (#) to URL when done scrolling (default click behavior)
        window.location.hash = hash;
      });
    } // End if
  });
});

But I never got thought it :(

I think there is a trick because smooth scroll event work on a element and with the hack of the li element making it linkable it's not really an a element.

How to make the HTML link activated by clicking on the <li> ?

By making your link as big as your li: just move the instruction

display: block;

from li to a and you are done.

That is:

#menu li
{
    /* no more display:block; on list item */

    list-style: none;
    background: #e8eef4 url(arrow.gif) 2% 50% no-repeat;
    border: 1px solid #b2b2b2;
    padding: 0;
    margin-top: 5px;
}

#menu li a
{
    display:block; /* moved to link */
    font-weight: bold;
    text-decoration: none;
    line-height: 2.8em;
    padding-right:.5em;
    color: #696969;
}

Side note: you can remove "ul" from your two selectors: #menu is a sufficient indication except if you need to give weight to these two rules in order to override other instructions.

I found a easy solution: make the tag " li "be inside the tag " a ":

<a href="#"><li>Something1</li></a>