It's easy to round the corners of a selected frame in InDesign via Object > Corner Options, but this command rounds all the corners of the frame. What if you want just some of the corners to be rounded?
The easiest way to do this is to select a frame and double-click on the CornerEffects script found in InDesign's Scripts panel (Window > Automation > Scripts). The script is installed by default in InDesign CS3. It's included with InDesign CS2, but not installed by default. The CS2 scripts can be downloaded here.
When you run the script, a dialog box appears asking you what type of corner effect to apply, the "Offset" (radius), and the Pattern. If you choose first point for the Pattern, the upper-left corner of the frame will be rounded. If you choose second point, the upper right will be rounded, and so on, proceeding counter-clockwise around the frame. You can also choose options such as "first two", "second and third", etc.
Note that this script can also be run on polygons, stars, and other non-rectangular frames, leading to some interesting results.