Ok, here's how you make a set with a border (:
put a big bright square from the color section, then put a smaller white square in it.
Then crop your pieces for the edges, and put them behind the white square.
When your border is done, fill in the middle part like a normal set.
When that's done, just delete the bright square, but keep the white one to cover the border edges.
Hopefully this made it a little more clear! Good luck, and if your cropping isn't great yet, keep practicing! (: