How to link up ASP.Net page to code?

How to link up ASP.Net page to code?

I have a list:
<ul class="question">
<li>eBook Reader</li>
<li>Normal Mobile</li>
<li>Smartphone</li>
<li>PC / Laptop</li>
<li>Landline Telephone</li>
<li>Tablet</li>
<li>Games Console</li>
</ul>
<a href="#" class="button next">Continue</a>
A user is able to click any of the <li> items and it will add a class of
selected to it. When they click continue, it needs to run at a method on
the server which will take in the index of the <li> selected and do
something with it.
The trouble is I've no idea how to do this with .aspx pages. I tried
having this:
<asp:LinkButton runat="server" OnClick="ContinueClick" Text="Continue"
CssClass="button next" />
Instead of the existing <a> tag but I can't seem to be able to pull
anything meaningful out of it.