Oh, dude.

I just read further down that you are trying to create a table with round edges.... Eeep!
Unfortunately, there is no way of doing that normally.
What you are doing is pretty much how it rolls. Boo.

But. You can just use the round-cornered square shape that can be found in Word, and plant it behind your table by right clicking it, and changing it's order to the back. No one will ever know...

I think it would look best if you turned the outside borders off your table first

Sorry... that is a pretty lame solution. T.T

Hope it looks spiffy!