Your border will pretty much have to be done with background images. You will want one image longer than your longest item.
The selected tab class should have a white border-right, and the deselected tab a black border-right.
Code:
<style type="text/css">
.menu {
margin: 0;
padding: 0;
float: left;
width: 10%;
position: relative;
left: 2px;
}
.menu li {
/* Use a background image with your lines on all four sides */
border: 2px solid black;
background-color: green;
list-style: none;
margin: 0;
padding: 0;
}
.menu .selected {
/* Use a background image with your lines and a white background inside the tab */
border-right: none;
background-color: white;
}
.body {
border: 2px solid black;
margin-left: 10%;
}
</style>
<div>
<ul class="menu">
<li class="selected">Option 1</li>
<li>Option 2</li>
<li>Option 3</li>
</ul>
<div class="body">
Main content here Main content here Main content here Main content here Main content here Main content here Main content here Main content here
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Main content here Main content here Main content here Main content here Main content here Main content here Main content here Main content here
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</div>
</div>