You can get this done using SolPart. Below is an excerpt of the XML file of a skin I did with it working. The skinning guide has much more detailed information but it definetly works in SolPartMenu...

XML Code:

   <Setting>
    <Name>leftseparator</Name>
    <Value><![CDATA[<img src="images/LeftTab.jpg"/>]]></Value>
   </Setting>
   <Setting>
    <Name>rightseparator</Name>
    <Value><![CDATA[<img src="images/RightTab.jpg"/>]]></Value>
   </Setting>
   <Setting>
    <Name>leftseparatoractive</Name>
    <Value><![CDATA[<img src="images/LeftActiveTab.jpg"/>]]></Value>
   </Setting>
   <Setting>
    <Name>rightseparatoractive</Name>
    <Value><![CDATA[<img src="images/RightActiveTab.jpg"/>]]></Value>
   </Setting>

I've had limited success with this. You can see the results at http://www.cherokeecreek.net/default.aspx (still in development). Basically, I added a background-image tag and significant padding to the menu items in the skin.css file, but as you will see I'm still dealing with a bit of a "tail" at the bottom of the menu. There had been a fix posted on the forums dealing with this, but it doesn't seem to work with 4.x anymore.

~SB