looking for a php function…

I am currently skinning a friends installation of wordpress, and he wants me to list the categories with a bullet graphic infront of them.

Trouble is, the listing of categories is done by this php function: wp_list_cats();, and i cant seem to find the file where this function is declared.

Can anyone point me to the file(s) that are associated with said function? Thx in advance for your help
-Mike “Murz” Murray