Blocks

You can use the CSS techniques discussed here for icons to add a bullet.

Something like this should work:

.block_rss_client div.link a {
    padding-left: 20px;
    background-repeat: no-repeat;
    background-image: url(bullet.gif);
}

Ideally the list of links should actually be a list of links in the HTML. You could change that instead if you are happy with messing with the PHP.