You would have to override the path to the config file used for CKEditor as discussed in the article Customizing the Editor Toolbars.
You could copy our config file and rename it to make a custom one then you need to add this and modify it to your needs, it is shown with the default values which is what you get by just leaving it out of the config file.
config.format_tags = 'p;h1;h2;h3;h4;h5;h6;pre;address;div';
For details on configuration options see also the CKEditor documentation
Hope that helps,