Actually there's no simple way to round corners in IE via css; you can try using one of the many javascripts but most of them adds a huge amount of DIVs to do that and it's quite heavy for performances...

I found this that may be of interest:

http://code.google.com/p/jqcanvas/

use jpeg rounded images in a table that is most sophisticated way to get the rounded corner rather to use any JavaScript or CSS methods.

Use CSS and background images. This would prevent the need to go back in time to 1999 and use tables...

Taken (almost) verbatum from a menu on one of my sites

HTML:

<div id="nav">
            <ul>
                <li class="active"><a class="tab active" href="/"><span class="l"></span><span class="t">Home Page</span><span class="r"></span></a></li>
                <li><a class="tab" href="/"><span class="l"></span><span class="t">A Page</span><span class="r"></span></a></li>
                <li><a class="tab" href="/"><span class="l"></span><span class="t">A Page</span><span class="r"></span></a></li>
                <li><a class="tab" href="/"><span class="l"></span><span class="t">A Page</span><span class="r"></span></a></li>
            </ul>

        </div>

CSS:

#nav{background:url(bg/nav-bg.png) bottom left repeat-x;overflow:hidden;font-family:"Times New Roman", Times, serif;font-size:1.2em;}
#nav li{display:block;float:left;height:40px;text-align:center;margin:0 2px;font-weight:700;color:#fff;text-shadow: rgba(0,0,0,0.5) -1px 0, rgba(0,0,0,0.3) 0 -1px, rgba(255,255,255,0.5) 0 1px, rgba(0,0,0,0.3) -1px -1px;}
#nav li.active,#nav li:hover{color:#373535;cursor:hand;cursor:pointer;text-shadow:none;}
#nav a{color:#fff;line-height:36px;}
#nav span.l{background:transparent url(bg/tab-bg.png) top left no-repeat;width:18px;float:left;height:40px;}
#nav span.r{background:transparent url(bg/tab-bg.png) top right no-repeat;width:18px;float:right;height:40px;}
#nav span.t{background:transparent url(bg/tab-bg.png) top center no-repeat;float:left;height:40px;}
#nav a.active, #nav a:hover,#nav li.active a,#nav li:hover a,
#nav a.active span.l, #nav a:hover span.l,#nav li.active span.l,#nav li:hover span.l{background-position:bottom left;color:#373535;}
#nav a.active, #nav a:hover,#nav li.active a,#nav li:hover a,
#nav a.active span.r, #nav a:hover span.r,#nav li.active span.r,#nav li:hover span.r{background-position:bottom right;color:#373535;}
#nav a.active, #nav a:hover,#nav li.active a,#nav li:hover a,
#nav a.active span.t, #nav a:hover span.t,#nav li.active span.t,#nav li:hover span.t{background-position:bottom center;color:#373535;}

I don't have enough Karma to upload the images, so Ive uploaded them to my blog so you can see how I did it:

Menu BG image (just 1px wide)

Main tab image (with 'sliding doors' roll over)

The way this is done, I can have a 3D style with any text I like in the tab and the container expands to suit without wrecking the look. Works for me!