You would need to define the previous parts of the structure in your css to make it work like this I think.
It might be easier to just add the style inline like this:
<li class="last" style="border:none;"><a href="about.php">About</a></li>
Your friends over here at WebAssist! These Dreamweaver extensions will assist you in building unlimited, custom websites.
These out-of-the-box solutions provide you proven, tested applications that can be up and running now. Build a store, a gallery, or a web-based email solution.