This tut is good for making designs and borders that kinda pop out at the viewer.
Using the lasso tool, select an area in your picture that you want the shape of the border to be. Put in a few cool curves, edges, or designs that you like, and then once it's to your satisfaction, right click and go to Select Inverse. Go into the styles tab and select Bevel and Emboss. Tweak it as you see fit, and you'll come up with something like this.