I'm excluding your setter for the Template to reduce the size of the style but basically it would be:

Sorry, I'm having trouble putting the pieces together.  Below is a style I use in a resource file which applies to all xamcomboeditors.  it rounds the cornders.  How would I add your code to this?

<Style TargetType="{x:Type igEditors:XamComboEditor}">
        <Setter Property="EditTemplate">
        <Setter.Value>
            <ControlTemplate TargetType="{x:Type igEditors:XamComboEditor}">
                <Border
     x:Name="MainBorder"
     Background="{TemplateBinding Background}"
     BorderBrush="{TemplateBinding BorderBrush}"
     BorderThickness="{TemplateBinding BorderThickness}"
                    CornerRadius="{DynamicResource StandardControlCornderRadius}">
                    <!-- SSP 10/3/07 BR25672 Took the Margin="{TemplateBinding Padding}" code out of Border element above
       since the ComboBox below is already setting its Padding to that value. We don't want to
       substract the Padding twice. -->
                    <ComboBox
      Name="PART_FocusSite"
      Padding="{TemplateBinding Padding}"
      HorizontalContentAlignment="{TemplateBinding HorizontalContentAlignment}"
      VerticalContentAlignment="{TemplateBinding VerticalContentAlignment}"
      IsReadOnly="{TemplateBinding ReadOnly}"
      Background="Transparent"
      BorderBrush="Transparent"
      BorderThickness="0,0,0,0"
      ContextMenu="{TemplateBinding ContextMenu}"
      IsDropDownOpen="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=IsDropDownOpen, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
      Style="{TemplateBinding ComboBoxStyle}"
      IsEditable="{TemplateBinding IsEditable}"
      SelectedValuePath="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=ItemsProvider.ValuePath}"
      DisplayMemberPath="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=ItemsProvider.DisplayMemberPath}"
      MaxDropDownHeight="{TemplateBinding MaxDropDownHeight}"
      igEditors:XamComboEditor.ComboEditor="{Binding RelativeSource={RelativeSource TemplatedParent},Path=.}"
                        />
                </Border>
                <!--
    SSP 6/6/07 BR23366
    Added trigger that sets IsTabStop to False based on IsInEditMode setting.
    We need this in order to make the Tab and Shift+Tab navigation work properly.
    Apparently presense of nested textbox causes Shift+Tab to misbehave and cause
    the framwork to give focus to the parent ContentPresenter if the editor
    is inside a HeaderedContentControl. This is similar to what inbox ComboBox
    does.
    -->
                <ControlTemplate.Triggers>
                    <Trigger Property="IsInEditMode" Value="True">
                        <Setter Property="IsTabStop" Value="False" />
                    </Trigger>
                </ControlTemplate.Triggers>
            </ControlTemplate>
        </Setter.Value>
    </Setter>
</Style>

You changed the Target of the Style. In my snippet, that Style has a TargetType of ComboBox - not XamComboEditor. Then the ComboBoxStyle property of the xamComboEditor is set to that style. If you want to do it this way then your style for XamComboEditor would have 1 setter - one that sets the ComboBoxStyle property and the value would be a StaticResource to the Style that targets ComboBox - that style is the one that has setters for the ItemContainerStyle and the AlternationCount.