I'm looking for borders, because I don't know how to do them.

Usually I'd find a border and use it as a clipping mask for my original image, but it ends up looking like shit anyway.

I'm looking for some nice transparent borders, or would you call them vectors? Not so sure! But I need them.

Here are a few tutorials of adding "Cool" borders

http://www.dphotojournal.com/photoshop-tutorial-adding-cool-borders/

http://www.oman3d.com/tutorials/photoshop/video_grunge_borders/

Also the simpler Black border you have on your Siggie ATM is also simple and cool.