I know that this isn't an answer to the initial question ... but you often want to clip the inner content of that rounded corner border you just created.
Chris Cavanagh has come up with an excellent way to do just this.
I have tried a couple different approaches to this ... and I think this one rocks.
Here is the xaml below:
<Page
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
Background="Black"
>
<!-- Rounded yellow border -->
<Border
HorizontalAlignment="Center"
VerticalAlignment="Center"
BorderBrush="Yellow"
BorderThickness="3"
CornerRadius="10"
Padding="2"
>
<Grid>
<!-- Rounded mask (stretches to fill Grid) -->
<Border
Name="mask"
Background="White"
CornerRadius="7"
/>
<!-- Main content container -->
<StackPanel>
<!-- Use a VisualBrush of 'mask' as the opacity mask -->
<StackPanel.OpacityMask>
<VisualBrush Visual="{Binding ElementName=mask}"/>
</StackPanel.OpacityMask>
<!-- Any content -->
<Image Source="http://chriscavanagh.files.wordpress.com/2006/12/chriss-blog-banner.jpg"/>
<Rectangle
Height="50"
Fill="Red"/>
<Rectangle
Height="50"
Fill="White"/>
<Rectangle
Height="50"
Fill="Blue"/>
</StackPanel>
</Grid>
</Border>
</Page>