Hello
Not by default however you can change this by replacing the following in your templates default_separator.php (../templates/j51_madison/html/mod_menu/default_separator.php - line23)...
?><a><?php echo $title; ?><?php echo $linktype; ?></a>
With..
?><a <?php echo $class; ?>><?php echo $title; ?><?php echo $linktype; ?></a>
CiarĂ¡n