We present experimental results on supercontinuum generation in a highly birefringent microstructured fiber. We show that such a fiber offers clear advantages for continuum generation over weakly birefringent fibers. In particular, the polarization is preserved along the fiber for all the spectral components. Furthermore, the two eigenpolarizations exhibit different dispersion characteristics, which provide a convenient way of tuning the properties of the generated continuum. We investigate the impact of the pump wavelength and pulse duration on the continuum and use the results to generate an ultrabroadband continuum extending from 400 to 1750 nm.