I checked it out. Here's the issue. There aren't any borders set on the columns, they're part of the background image. The only border set on the column is a top border, which is why the background images were orginally styled like so:
transparent url(images/categories.jpg) no-repeat scroll center bottom
Aligning the image to the bottom shows the bottom border (which is part of the image), aligning it to the top, shows the top border.
Because of the size of the actual image, and the height of your category list, you basically have three choices;
1. Set it like so:
transparent url(images/categories.jpg) repeat-y scroll center bottom
Which will show the top border of the image.
2. Set it like so:
transparent url(images/categories.jpg) repeat-y scroll center top
Which will not show a bottom border (like it does now).
3. Edit the actual background image itself and make it longer to cover the full height of your lists.
Personally, #2 looks the best in my opinion b/c it's hardly noticeable, but test out each alignment and see which one you like better.