Annoying border around linked img

Why is it when I add a link to an image I get an ugly border around it? How do I get rid of that?

I’m building a site and I’m using images for the main navigation bar. When I link each section
I get a border around an image.

It seems fine in safary, but you’ll see it in Firefox and IE.
I want to get rid of that border, any ideas will be greatly appreciated.:azn:

Thanks in advanced.