The only way to do it is through an addon from ckeditor . The plugin you want is here

http://ckeditor.com/addon/liststyle

Instructions from the pixel and tonic site on how to add a plugin to Wygwam

http://docs.pixelandtonic.com/wygwam/developers/ckeditor_plugins.html

It not very clear so here are more detailed instructions

Adding CKEditor Plugins to Wygwam

Thanks Brian

The only way to do it is through an addon from ckeditor . The plugin you want is here

http://ckeditor.com/addon/liststyle

Instructions from the pixel and tonic site on how to add a plugin to Wygwam

http://docs.pixelandtonic.com/wygwam/developers/ckeditor_plugins.html

It not very clear so here are more detailed instructions

Adding CKEditor Plugins to Wygwam

Thanks Brian