StarFlower,
here's a discussion on that topic:
http://discussions.apple.com/message.jspa?messageID=778097#778097
To put a border around your entire page try this:
* Add a rectangle shape (Insert/Shape/)
* Go to Graphic inspector and remove the Fill and maybe adjust stroke
* Go to Wrap inspector and mark "Fixed on page"
* Resize the border to the page size (or slightly larger).
If you have Show/Layout enabled, this will help you. Also, the Metrics inspector is useful
* Choose Arrange/Send to Back
* If you want the border to appear on every page, move the Object to Section Master (Format/Advanced)
PowerBook G4 17", 1GB Mac OS X (10.4.6) iMac G5 20"; iPod 3G, iPod Shuffle, iSight