I've done it. It's quite straightforward, you have to watch the syntax on the javascript calls, I seem to forget to delete the trailing comma after the last class...

You might need to make sure you are using xhtml mode with a skin.doctype.xml file - I haven't actually tried with a html page so it may well not be an issue.

I simply add the following to near the top of my ascx file:

register user controls
<%@ Register TagPrefix="dnn" TagName="BREADCRUMB" Src="~/Admin/Skins/BreadCrumb.ascx" %>

<script language="javascript" type="text/javascript" src="<%=Skinpath%>cssquery2-p.js"></script>
<script language="javascript" type="text/javascript" src="<%=Skinpath%>ruzeeborders.js"></script>
<script language="javascript" type="text/javascript" src="<%=Skinpath%>corners.js"></script>

<div id="container">etc

I have the js files all in the same directory as the skin.

Make sure corners.js references the right classes! Easier to test in Firefox with the firebug add in, as it gives you more information on errors.

Corners.js looks like this:

function addLoadEvent(func) {
  var oldonload = window.onload;
  if (typeof window.onload != 'function') {
    window.onload = func;
  } else {
    window.onload = function() {
      if (oldonload) {
        oldonload();
      }
      func();
    }
  }
}

RUZEE.Borders.add({
 '.shadow_rounded': { borderType:'shadow', cornerRadius:8, shadowWidth:3 }
});

addLoadEvent(function() { 
 try{ 
  RUZEE.Borders.render(); 
 }
 catch(ex) { 
  
 }
});