I've had this issue in the past too. Try removing the borders from
the site completely and then re-adding them, be sure to save the site
and close FrontPage between the steps. Also, make a backup of your
borders folder, or at least the files that you use as the border, in
my experience those HTML pages all ended up empty and I had to rebuild
them from scratch.
If that doesn't help please post what version of FP you're running and
how/where you're publishing to (i.e. using FP to publish to an
internal intranet site - or - using FTP to publish to a hosted
Internet site). This will help with more answers. Good Luck!