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. HTML does not provide a tag for doing this. They are done manually in HTML, manually in HTML with CSS formatting, with a script, or through a site's framework with pseudo-tags in the markup.