Anders,
to do simple framing in Photoshop,
1. Open the image you want to frame, click on the "select" menu, choose "all". Now you have selected the entire image.
2. Click on the select menu again and this time choose "modify" and "border". Now comes up a small box asking how many pixels wide the border should be. Select the amount of pixels you want and click "OK".
3. Now select what colour you want the border to be by selcting that colour in the foreground/background box.
4. Now click on the "edit" menu and select "fill". A window will pop up asking you whether you wish to fill with the background colour, foreground colour or black or white. Select the colour you want and you now have a simple but effective border.
There are more "creative" borders and ways of making them but start with this and you'll soon figure out the rest.
My program is Photoshop 7 in English so you may have to translate my menu choices...

I know it can be fustrating in the beginning...
Hope this helps, Duncan