Style of wordpress front end nav menu

I have created a custom theme. I want to insert a menu I've created in Wordpress. I have inserted the the following code in functions.php
function register_my_menu() {
register_nav_menu('header-menu',__( 'cm_horz' ));

}
add_action( 'init', 'register_my_menu' );

I have inserted the following code in my index.php file to practice:
wp_nav_menu( array( 'theme_location' => 'header-menu' ) );

However, the menu shows up as a bulleted list and not a wordpress styled menu.

Is there a way to apply standard wordpress menu class to this so it appears as a dropdown menu. If so, how do I modify the code and where.

Thanks.

Jay
CompuMatter

P.S.: See attached result