Here's an example of how you could possibly approach it, seems to work for me if I'm properly understanding what you are trying to do:
#include <IE.au3>
Local $oIE = _IECreate("http://www.w3.org/QA/Tips/unordered-lists")
;Get collection of elements tagged "LI" for List Item
$oListItems = _IETagNameGetCollection ($oIE, "LI")
For $oListItem In $oListItems
ConsoleWrite("LI (text): " & $oListItem.innerText & @CRLF)
;Get all the elements tagged "a" for Anchor
;This needs an error handler in case the list item
; doesn't have any anchors
$oAnchors = $oListItem.getElementsByTagName("a")
For $oAnchor In $oAnchors
;Get the href of each anchor
$sHref = $oAnchor.href
ConsoleWrite(" Link Info: " & $sHref & @CRLF)
Next
Next
