Okay this might be an inelegant solution. But from what I can tell, there really is no way to do exactly what you want. I played around with it for a while on mine (fair warning, I have 2013, so maybe in 2010 or 2007 there's a better solution). What I did was added a thick white below horizontal border to the text. So it ends up with the look you want, if not how you wanted it.
Basically, select the entire list. From the Home tab, in the Paragraph section, click the arrow next to the border icon and select the Borders and Shading link to open that window.
Set the color to white, and the width to 3pt (that's what you see here, but you could make the space larger or smaller). Then click the Below border icon on the diagram, and click OK.
That should take care of it. Hope this helps
Kate