<div id="menu">
<ul>
<li><a>link1</a></li>
<li><a>link2</a></li>
<li><a>link3</a></li>
</ul>
</div>

and we will use CSS like that:

#menu li a{

border-color: #AEAEAE #AEAEAE #AEAEAE #8CCE20;

border-width: 0 1px 1px 0;

border-style: solid;

color: #1F2024;

display: block;

font-family: Verdana;

font-size: .775em;

height: 14px;

padding: 10px 0 8px 13px;

text-decoration: none;

}

Internet Explorer will add unnecessary space beetween each list’s element, so i.e. frame borders could be discontinued.  The solution is to add this line:

vertical-align: bottom;

to “#menu li a”.

Source: http://phonophunk.com/articles/ie-fix-for-gaps-between-list-items.php