remove border on last item?

If all else fails, you may have to approach this backwards by removing the border (or border-right) property altogether from your menu.css ul#cssmw > li > a { styles.

It seems that by starting with no border at all, you can then add a border-right class to the top-level menu items in your cssmw/menu.php by adding (say):

<style type="text/css">
<!--
.borderright {
	border-right-width: 1px;
	border-right-style: solid;
	border-right-color: #666666;
}
-->
</style>

to that (cssmw/menu.php) page - after the closing ?> php tag and before the beginning of the menu ul.

Then, still on that page, in design view, with the css box selected in the properties inspector, select each of the top-level menu items and apply the 'borderright' class from the 'Targeted Rule' select list to each one (except for your last item).

I'm sure there is a more elegant solution, but this is offered as a 'last resort'.