If your goal is to make one like the one on Chicago Tribune, you may thing again 
It's broken, for one, it relies on JS to show the current main topic, for two, and it doesn't show the current subtopic.
As for graphics, you can start easy with Paint .Net.
The reason it looks weird to you it's because they use the same image for a number of elements (a sprite, an image containing several other images in it) to achieve a sliding doors technique with it, by using negative background positioning. And no, it's not a bad idea using images for tabs.
Code:
HTML
------
<a name="&lpos=Main&lid=Business" class="mainNav" href="/business/#&lid=Business&lpos=Main"><span>Business</span></a>
CSS
-----
ul#root li.highlight a {
background: url("/images/nav_tab.gif") no-repeat scroll left 0 transparent;
padding-right: 7px;
}
ul#root li.highlight a.mainNav span {
background: url("/images/nav_tab.gif") no-repeat scroll right -12px transparent;
color: #FFFFFF;
}
I don't know if you have stumbled upon a topic regarding Firebug, or any other Developer Tools browsers have, but learning to use one will make it easier to see, understand and replicate things you like in web dev.
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