the border:
1) there are filters out there that you can download to have made for you by specifying size and what not.
2) i do mine the cheesy way and go in and CTRL+A, Select>Transform Selection>Reduce overall size by 3-5%, Select>Inverse and color with a paintbrush.
3) i'm sure there are other ways but i'm too lazy sometimes to figure out how to do new things, i do what i know and sometimes i learn new things by messing around.
Signatures:
I created mine (not sure how everyone else did theirs) in photoshop by creating a new image about 200px by 100px with a transparent background, inserting some text using a favorable font, adding some effects using the built in "Blending Options" and saving that as a .png file to retain the transparency, and i insert that file into my photos VIA copy and paste.