This tutorial is for the basic 3 pixel border, which i think gives most graphics a much more finished look to them, as seen in this banner:

This technique is very basic and easy to do with photoshop.
Step 1: open up the sig or other graphic you will be applying this to
Step 2: find a nice color in your image, in the above image i grabbed a nice orange from the background, set this as your background color
Step 3: using the rectangular marquee tool, select the entire image
Step 4: right click and stroke, 3 pixels black inside
Step 5: with the image still selected from the rectangular marquee tool, stroke 2 pixels with your background color
Step 6: finish it off with a 1 pixel black stroke on the inside
Step 7: admire your work