To apply a CSS style to a single menu item, first get the ID or the menu item.

You can find this in your back office, and go to where you manage your menu's. The last column holds the id's:

Get the ID, and then go to the custom CSS tab in the module section and add the following code

.item-104 {border: 1px solid white}

Where the id must correspond to the menu you want to change. for instance, the login menu item now has a white border