You are looking at the HTML representation of the XML format.
HTML is good for debugging, but is unsuitable for application use.
Specify the format parameter to change the output format.
To see the non HTML representation of the XML format, set format=xml.
See the complete documentation, or API help for more information. 
<?xml version="1.0"?>
<api>
  <query-continue>
    <alllinks alcontinue="Hakuba_Ski_Diary|1280" />
  </query-continue>
  <query>
    <alllinks>
      <l fromid="1280" ns="0" title="Comments on Gallery 2.0" />
      <l fromid="1280" ns="0" title="Debian stable Web Server step-by-step" />
      <l fromid="1993" ns="0" title="Debian stable Web Server step-by-step" />
      <l fromid="1280" ns="0" title="Diplomacy strategy tips" />
      <l fromid="1280" ns="0" title="Experiment with Suggestion Searching on Wikipedia" />
      <l fromid="1280" ns="0" title="Favourite Games" />
      <l fromid="1602" ns="0" title="Favourite Games" />
      <l fromid="1280" ns="0" title="Firefox 3 configuration steps" />
      <l fromid="1968" ns="0" title="Firefox configuration steps" />
      <l fromid="1992" ns="0" title="Firefox configuration steps" />
    </alllinks>
  </query>
</api>