James,
Just looking at the site you reference, all you need to do is set your tables values (manipulated by right clicking on the table in "normal" view and selecting "table properties"

to the following:
Cellpadding=1
Cellspacing=6
bordersize=1
Show both cells and table borders (should be checked)
Color: the grayish color
Light border & Dark border = both "automatic"
Background: Color: = the blue color
Now for the cell properties:
Borders:
Color: a grayish color (this will be what gives the cell the recessed look)
Light border & Dark border: both "Automatic"
Background: Color: whatever you want the background color to be.
I'm using FrontPage 2002, so somethings may be slightly different, but you should get the idea.
There's not really anything special going here, just manipulation of the table and cell attributes.
A future tip for you, since I assume you're using FrontPage... I was able to very easily set the table attributes on my "new page" to match the page you referenced by, in the browser where it was open, selecting File->Edit with FrontPage. This will open the page in FP and you can then look at all the attributes and match as you like. If you like the design of the page well enough, you could even do as I just explained then replace his pictures with yours (as you would when creating a new page), then save the page into your web!
Hope that helps.