Look in the theme.skin file in your skin folder, it has an entry like this:
<asp:CheckBoxList runat="server"
CssClass="aspcheckboxlist"
RepeatColumns="2"
RepeatDirection="horizontal"
RepeatLayout="Table"
/>
you can either change it there or put a SkinID="whatever" on your control so that it won't inherit this from the current setting in theme.skin
Note that putting UnorderedList there will cause an error under .NET 3.5, I would change that in the skins we ship except we still support .NET 3.5 and that would cause an error for those users, since the same skins are used in the mojoPortal packages for .NET 3.5
Hope that helps,
Joe