Joining Polygon Corners

I need to be able to do a simple 2D FrameRect() operation in GL using line widths > 1. So far I have not been able to eliminate the gaps at the corners when I draw a rectangle using GL_POLYGON. Is there a simple way to accomplish this in OpenGL? I realize now that OpenGL does not provide support for smoothly joining fat lines of the polygon at shared vertices. Hoping there is a standard way to solve this simple problem.