Rounded corners

Ive noticed that when i use the rounded corners on a panel, it only works on the panel,

if i put a border on the panel, it only rounds the inside of the panel, and not the border.

Am i doing something wrong, or is this just not possible?

RoundedCorners currently does not support borders although we're working on some enhancements to add support for a 1px border as well as being able to choose which corners to round.