that might not be as easy as you think. I believe the CSS3 specification supports image borders:
http://phpbuilder.com/board/showthread.php?t=10331619
HOWEVER, i'm not sure that very many browsers implement CSS3. Anybody else know the stats on that?
If you can use CSS3, you'll need to find out where the CSS style gets applied in the javascript code...it may be javascript or it may be in a CSS file somewhere.
If you can't live with using CSS3, then you would need to go in and add additional html elements to those that currently constitute the menu to put in your border images. From what I can tell, these menus only have top and bottom borders.