on "Select" again and then place your mouse cursor on
"Modify". A submenu will open. Click on "Border"
in the submenu.
now have a "Border Selection" menu. This is what we
will use to set the width of our frame. For this image I am going
to select a border size of 12 pixels. I, personally, prefer reasonably
thin frames but, for the sake of this illustration I will use
a wider frame. You can choose whatever width of frame you want.