I love the internet.  All of the answers to life are on the internet if you take enough time to look.
Not only are the answers to life’s big questions out there, like what happens when I die?
But also the answers to things like how on earth do I set the value (what’s not seen and in my case was a URL) and the text (what’s seen) of a bulleted list that is being displayed in Hyperlink mode?

It took a little while and I finally found something that looked like the answer but it was in C#, which I know pretty much nothing about.
But there’s this handy website that can convert C# code to VB.NET.

So here it is (from experts-exchange.com, another valuable website):

Dim objListItem As New ListItem()
For i As Integer = 0 To 9
objListItem.Value = YourURLStringValueHere
objListItem.Text = YourDisplayTextStringValueHere
BulletedList1.DisplayMode = BulletedListDisplayMode.HyperLink

The loop is just there for explanation purposes.  In my case the loop was a set of data from a SQL connection.

Whew, ok I’m going to bed now that this is figured out.