I may have misread the question and, if so, please accept my apologies.
As far as I can tell, the rounded corners in the example you give are, like I previously said in a comment, done by images. You should look into @Teja's answer as he points you in the right direction but, just for you reference, here goes the HTML and CSS used to recreate the layout you mention:
<div id="chat-panel"><h3>We Are Here to Help!</h3>
<p>We are extremely proud of our support and are available to help you at anytime.</p>
<span class="panel-bottom">
<a href="javascript: var e = window.open('http://livechatserver.seekdotnet.com/SightMaxAgentInterface/PreChatSurvey.aspx?accountID=1&amp;siteID=1&amp;queueID=2','chatWindow','width=490,height=404,resizable=0,scrollbars=no,menubar=no,status=no');">
<img alt="Click Here to chat with us" src="/images/button/btn_chat_new.gif">
</a>
</span>
</div>
#chat-panel {
background:url("http://www.seekdotnet.com/images/sidepanel_repeat.png") repeat-y scroll 0 0 transparent;
margin-bottom:1em;
text-align:center;
}
#chat-panel {
background:url("http://www.seekdotnet.com/images/sidepanel_repeat.png") repeat-y scroll 0 0 transparent;
margin-bottom:1em;
text-align:center;
}
#chat-panel p {
padding:0 10px;
}
#chat-panel .panel-bottom, #special-offer .panel-bottom {
background:url("http://www.seekdotnet.com/images/sidepanel_bottom.png") no-repeat scroll left bottom transparent;
display:block;
padding-bottom:10px;
}