My favorite technique to achieve rounded corners is the "sliding door" method.
The approach you take will depend on the elements you want to have rounded corners. Will they have fixed width or height? This is the key question. If you have a fixed width, you can create a top image (bkg_top.jpg) and a bottom image (bkg_bottom.jpg) and nest one inside the other.
Let's say you want a 500px wide box with 10px rounded corners and a background color of #555555.
HTML:
<div id="content_box">
<p>lorem ipsum...</p>
<div id="content_box_bottom"></div>
</div>
CSS:
#content_box {
background: #555 url(bkg_top.jpg) no-repeat scroll 0 top;
padding-top:10px; /*the height of the top image*/
width:500px;
}
#content_box_bottom {
background: #555 url(bkg_bottom.jpg) no-repeat scroll 0 bottom;
height:10px; /* the height of the image */
}
The bottom div will expand to fill the content_box and create the bottom of the rounded box.
That's just one example.
Here is another helpful resource for creating web rounded corners.