I would like to have something like this on my website. If you look at the top of this page it will say: Home > Computers & Technology > Programming » Other Programming
And it has links to click on to take you to that page.
Is this an unordered list? Or is there some other format I should be using when making it?
Any direction or help please?

I think the term for this is breadcrumbs (http://en.wikipedia.org/wiki/Breadcrumb_%28navigation%29). HTML does not provide a tag for doing this. They are done manually in HTML, manually in HTML with CSS formatting (http://www.dynamicdrive.com/style/csslibrary/item/css-breadcrumbs/), with a script (http://www.webreference.com/js/scripts/breadcrumbs/), or through a site's framework with pseudo-tags in the markup.