Hi, are you talking about the cell border, or are you wanting to put a space between the cell border and the text?
If the first, you may be having problems because you are trying to apply a cell border change to a group of cells which have inconsistent borders to begin with. In this case I find it easiest to simply remove borders from the entire group, and then put in the borders that I want for the group. But you can also just go in and fix the ones that are wrong, by selecting only those cells (possibly one cell at a time) and making your change.
While you can do all of this with the controls on the Format Bar, you may find you have more control if you use Inspector - Table inspector (the yellow icon).
If the second, you are trying to add space betwen the cell border and its contents - like a mat between a picture frame and the picture ... go into Inspector - Text inspector and play with the Inset Margin for the cells. The caveat above still applies, that if you try to make a change to a group of cells which have different values to begin with you may not get complete results.