Use css to add a right margin to those particular elements. Generally I would build the control, then run it to see what the resulting html structure is like, then make the css alter just those elements.
Preferably you do this by setting the class. Add the CssClass="myrblclass"
attribute to your list declaration.
You can also add attributes to the items programmatically, which will come out the other side.
rblMyRadioButtonList.Items[x].Attributes.CssStyle.Add("margin-right:5px;")
This may be better for you since you can add that attribute for all but the last one.