The CSS way to support border radius is as follows:
CSS:
.myClass
{
-webkit-border-radius: 10px;
-moz-border-radius: 10px;
border-radius: 10px;
}
This will tell Mozilla, Webkit and then standards reading browsers (as far as I understand FF4, Chrome 6 and IE9 will read without the browser prefix) to round your corners by whichever pixel radius you see fit :)
Images were used before these CSS options were available, and the articles are still there. There are also jQuery solutions such as the Curvy Corners script which does support IE.