I have dreamweaver mx and I want to create a navigation bar similar to »www.tune-up.com/ . Would this be hard to do?

Easy.

Check their code (View Source).

Also check on Alistapart.com for their Taming Lists tutorial.

You create the text in its own Div. Then use CSS to modify the background color and border of each.

something like:

<a class="menu" href="index.html">Home</a>

And the CSS...

a.menu {
background-color: #FFF
color: #000
border: 0;
width: 5em;
}
a.menu:hover {
background-color: #000
color: #FFF
border: 1px solid #F00;
width: 5em;
}

Or something along those lines. It's always best if you code it yourself. Don't trust Dreamweaver to do anything for you.