This would convert your text above to a bulleted list:
Dim myPara As Paragraph
Dim myRng As Range
For Each myPara In ActiveDocument.Paragraphs
If myPara.Range Like "<li>*</li>" & Chr(13) Then
myPara.Range.Select
Do While Selection Like "<li>*</li>" & Chr(13)
Selection.MoveDown unit:=wdParagraph, Count:=1, Extend:=wdExtend
Loop
Selection.End = Selection.End - 1 'Drops the last empty paragraph
Exit For
End If
Next
Selection.Range.ListFormat.ApplyListTemplateWithLevel ListTemplate:= _
ListGalleries(wdBulletGallery).ListTemplates(1), ContinuePreviousList:= _
False, ApplyTo:=wdListApplyToWholeList, DefaultListBehavior:= _
wdWord10ListBehavior