If you like given template, but don't like the square borders - don't worry! You can fix this.
First of all - it depends on the template you're using. Most of them are using images for this.
If there are no images for the borders, do following:
1. Open Template Editor
2. Open CSS tab.
3. Find and change the two properties: box-radius and box-shadow
Note: These two CSS properties are not new, but they are only supported by IE9 and up (and of course by all other browsers).
Most of the templates are made before IE9 was available, so they were made with images, not with background colors.
That's why in many templates You will have to first replace images with colors to make this work and, of course, it will never work for IE8, IE7 IE6 users. They will see square borders instead.