This worked for me in IE7 and FireFox 3. It uses a lot of "span"s, which makes me unhappy, but I'm sure you can make it nicer with a little playing around.
Apparently when "float:left" is set on individual "li" objects, the bullets would disappear. (there's a chat about this here: http://www.webmasterworld.com/html/3004613.htm)
However, if you move the "float:left" into the "span" tags and the "width" on the "ul" (as opposed to a sub-style of the "div") as I've done below, both problems appear to go away.
Note other changes like the "br" inside the "ul" and no more "div" tag.
Style changes:
.column-list {width:60em}
.column-list span{float:left;}
.column-list span li{padding: 4px; height: 15px; width:17em;}
.column-list br {clear: left;}
HTML changes:
<ul class="column-list">
<span ><li>Baignade</li></span>
<span ><li>Bateau à moteur</li></span>
<span ><li>Canot</li></span>
<span ><li>Golf</li></span>
<span ><li>Kayak</li></span>
<span ><li>Marche</li></span>
<span ><li>Motomarine</li></span>
<span ><li>Patin à roues alignées</li></span>
<span ><li>Pêche</li></span>
<span ><li>Pédalo</li></span>
<span ><li>Plages publiques et privées</li></span>
<span ><li>Planche à voile</li></span>
<span ><li>Randonnée pédestre</li></span>
<span ><li>Ski nautique</li></span>
<span ><li>Tennis</li></span>
<span ><li>Véhicule tout-terrain (Quad)</li></span>
<span ><li>Vélo (piste cyclable à proximité)</li></span>
<span ><li>Vélo de montagne</li></span>
<br />
</ul>