Some of this may vary, depending on what version of PS you're using, but I'll try to help. I use CS2. I'd really reccommend googling something like "Photoshop tutorial" to get more help. There are tons of sites out there with great resources. I've also found that the best way to learn Photoshop is just to play around with things. It's frustrating at first, but after a while you'll catch on.
To create a wallpaper, what you need to do is go to file > new. A box will pop up and give you lots of options for size, resolution, color, etc. Make the size whatever you want it to be for the wallpaper. 800x600 or 1024x768 pixels are pretty standard. 72 dpi is standard resolution for things you want to see on the screen, not in print, and either RGB or HSB are good color models to use for non-printed things. Now press okay, and you'll have a blank canvas in front of you to put whatever you want on it.
To make a border around an image, select the part of the image that you want the border around (ctrl+A will select the whole image). Now go to edit > stroke. A box will pop up and you can enter your settings for the color, size, etc of the border.
I hope that helps.
~Anna
