I created several links in a ul. Afterwards, I discovered RSD created a separate class for each of them, and I wanted to combine them together. I tried removing the class from those links and then adding a new one, but the old class keeps showing up. Take a look here to see the steps I'm taking: http://screencast.com/t/H110qAot5mS7

Am I doing something wrong, or is there a different way to make this change?

Hi Tim,
Click the little x to the left of the class name, then alter the class.

You don't change the class names in the editor pane you change it in design pane.
I just downloaded that video thingy, brilliant I have been looking for something like that for a while now.
I am going to try learn it now.
If I can I will make my first attempt to show you, Keep looking back

Well here is my first attempt, not exactly Stephen Spielberg stuff, but it might help a little
http://screencast.com/t/wkcAD39DmsC

I think the answer is you're doing it in text edit mode when element edit mode is where you need to be. Text edit mode is for one particular <li></li> in a list