This could be done using Visual Style Builder. It is a tool for creating themes for RadControls for WinForms by creating property settings for different visual states of an element. More information about using Visual Style Builder can be found on this help article. I have attached a screenshot which shows how to select and edit the border in the selected state of the tab strip item.
In addition to that, I would like to mention that the RadTabStrip is obsolete as of Q2 2010 and might be removed from the suite in the next releases, so I suggest using its replacement - RadPageView.
I hope you find this information useful. If you have any further questions, feel free to ask.
Kind regards,
Ivan Todorov
the Telerik team
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