The border is on the A tag, so:
<li><a class="last" href="about.php">About</a></li>
or
<li><a style="border:0px;" 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.