I found an easy way to do it in PS, tbh I really dont like all that exif data plastered rounds the sides of the pictures.
Open your image in ps
Duplicate the layer
With new layer selected, select all
Click edit > Stroke
Specify the width you want you border in px, and location 'Center' and adjust blending mode and Opacity as required, hit ok and jobs a good'un.
If you want a two or more colours round the border, just repeat the above and adjust the width to overlap the colours.
While that works it's much more complicated than necessary for such a simple border, and can leave corners rounded ('inside' works better for 90 degree corners)
I tend to use...
Image/Canvas size
Make sure the 'Relative' box is ticked and simply choose the size/colour/position of your border. For layered borders, simply repeat picking different colours
Doddle
DD