IE8 and border css property on select menus

Question

I am getting a really strange behaviour when viewing a very simple piece of HTML in IE, served up by IIS. I am at a loss to explain this...

Take the following html

Answer 1

This might fix the issue:

EDIT:

I have tried replicating the issue, you are right it doesn't work on IE8 but if you are on IE8 Standards/Compatibility mode it works on IE7 Standards/QuirksMode it does not, don't know why it's not working on IE7 Standards/Quirksmode.

Anyway another workaround is to wrap the select element with another inline element and put the border on wrapper element.

   
      Sample Option