Hi Cologne,
In the meantime you might have to add it as an in-line style to the menu item in your menu.php file for that menu, i.e:
That might do the trick, assuming the line is a border, and not part of an image file.
<li><a href="somepage.php" style="border-right:none; padding-right:0;">Last Link</a></li>
(or if it is a 'parent' link):
<li class="parent"><a href="somepage.php" style="border-right:none; padding-right:0;">Last Link</a>