I'm adding this here as I couldn't find a solution, but have now and it might be useful to others…
I set pricelist breakpoints so that higher multiples of quantity gave reductions in the per-unit price. This resulted in some odd prices where the discount included a discount reduction of somehting like 67.777777 – the resulting total was inaccurate.
To combat this rounding error, pricelist calculations allow for rounding – I set this to 0.05 (eg a price such as 1000.02 should round down to 1000.00) but it had no effect. I suspect this might be a bug (OpenERP v7).
The solution was to go to:
Accounting >> Miscellaneous >> Currencies
Select the currency, and set its rounding to 0.05
The prices are now rounded to the nearest 0.05. But then so are all prices (not ideal)