There's "headers" and "footers" that have different ("separate", I suppose
is the better word) attributes so you have to change those border/background
colours to what you want as well.
I've found it hard to work with those layout tables & corners - I like the
idea of rounded corners and such, but the "wizard" is a bit user un-friendly
I think.
The GUI for that feature needs an overhaul, instead of that "task pane"
thing, why not have a dialogue similar to the standard "tables" dialogue
box, after all you're dealing with tables, and the corners could be applied
from within the tables dialogue.