If you are a fan of round corner box, I think, you do it using CSS and 4 related corner images matching your background.
See my latest design here at www.projanmo.com. The top menu has rounded corner. But believe me, I did not use even a single image to show the round corner there.
Using this library you can create some more effect than rounded corner. If you have seen my site, you seen that, at right side, there are a box whose 3 corners are rounded. Only top-right corner is not. This is also made using this library.
So visit http://pro.html.it/esempio/nifty/ for details. Thanks to developer for a great tool.