Forgive me if this is a simple problem but I can't seem to find why this code:

function create_content(c)
        {
            var html = "<div id='header'>"+c+"</div>";
            if(c == "links")
            {
                var ul = "<ul><li><a href='http://www.mylink.com'>My Link 1</a></li>
<li><a href='http://www.mylink2.co.uk'>My Link 2</a></li></ul>";
                html = html + ul;
            }
            return(html);
        }

Is giving me this error in Chrome (win):

Uncaught SyntaxError: Unexpected token ILLEGAL

On the line that starts with "var ul = "

Any advice would help thanks!