A border to what? A table, and image, the page?
If it's a page and you're trying to use shared borders, make sure that you
create a web first and then open the web and the page within it. If you just
open some web page without opening it as part of an FP web then the shared
borders feature won't work because it needs to create additional files that
will be shared across a web.
Hope this helps,
Mark Fitzpatrick
Microsoft MVP - Expression