this is the famous magento rounding bug:
go to /app/code/core/Mage/Core/Model/Store.php
change method round to 4 digits:
public function roundPrice($price)
{
return round($price, 4);
}
Best practice would of course be not to hack the core file. At least copy file to app/code/local/Mage/Core/Model/Store.php or do a rewrite. Well good is neither of the actions, but there might be no other way....
have fun!