You can't natively, but you can fake it.
Make your table, format it so that only the inside borders show. Not the
outside border.
Now draw a rounded rectangle using the drawing toolbar (AutoShapes) on top
of your table. Click on the paint bucket in the drawing toolbar and choose
No fill. Now your table should show.
Now adjust your rounded rectangle using the handles, use Alt+drag to fit the
lines precisely on top of your table.