Apologies – ignore me, I checked your own CSS, as you are doing the same thing:
/* round the right corners of the last item */
.sm-blue > li:last-child > a {
-moz-border-radius:0 8px 8px 0;
-webkit-border-radius:0 8px 8px 0;
border-radius:0 8px 8px 0;
}
.sm-blue > li:first-child, .sm-blue > li:last-child {
border-left:0;
}