I know that the common 'border' for new sig people is to use stroke in paintshop. GIMP does have a stroke feature... though I don't know if it can be used in the same way as in photoshop.... Heck I am working on a new sig so I will just try that sometime while working on it and get back. Unless of course you are talking about another type of border.
Edit-- Alright I looked at it in a test. It isn't really any different then a photoshop stroke border. Just increase the canvas size by 2 pixels in width and height(or more if you want a wider border). Make sure you sig is centered on the canvas, then use the magic wand to select your sig(make sure it doesn't select transparant areas) and then stroke it however you wish.