Give this a try. It's a little app that'll launch, make the rounded corners, and exit.

This is a hack, but it mostly works as long as you only have one display. It's a super trivial program:

It creates a roundRect region the size of the desktop, paints the corners black, and then sets the QuickDraw global visible region to the roundRect, preventing further drawing to those corners (unless an app sets their own visible region to include them, as fullscreen apps do).