Hmmmm.....
I don't see the border on my end. Looks like you are using a fixed width table wrapped around the whole thing. You really should change that in your theme file to 100%. No need to limit the width of your site to just 780 when people have much bigger monitors.

Looking at the body tag of the frosted stylesheet... it looks like it's been tweaked to include:
margin: 0px;
border: 0px;
padding: 0px;
You might try including that in the body tag of the sheet.