Argh, how do I link to pages?

I know, probably the dumbest question ever. But when I manually link to permalinks, like this for example:

<li >About</li >

It doesn’t work unless you’re on the index page, because otherwise it adds “site/about-site” to the url of the current page you’re on.

I don’t want to do it the LONG way though using my URL, like this:

<li >About</li >

I don’t want to do it the way above in case I ever change my URL (I would have to change TONS of links in that case.)

So is there any special thing I can use in WordPress (like some pre-defined code or something) that will take care of this problem for me?

Thank you,
Andrew

Edit: darnit, it keeps parsing the code I’m trying to show.