Safetyman

CS3? With the animation window open, there should be three tiny buttons towards the top of the layers palette. These buttons force a particular aspect of the selected layer over all frames of animation. The square in the dotted line is position, the eye is visibility, and the f is Style (layer blending and extra styles like glow and stroke). So make your border layer, then click visibility and and position. It'll propagate to all frames and save you a lot of time.