Thought I might share how I made this border. Didn't have a tutorial, just fiddled about till I found this border which I liked! Here goes -
Open your image and blur with Gaussian blur, radius 4, Save this blurred image and open original image again so that you have them side by side. Layer the original (unblurred image) on top of the blurred image and resize the top layer until you have a border of blurriness showing (You can see how technical this is!). On the top layer I then went to effects, 3d effects, chisel, size 11, transparent. Save as merged image. Let me know if this works!!