Simple border question?

I have noticed a lot of sites with nice border styles, drop shadows etc. Is this done by just using a background image or is there a way to code better borders, perhaps javscript??

For example this site has a style I really like in the border, any ideas?

Also some advice in controling contents postion on screen would be good…things keep jumping around my screen when viewed online and on diff screen sizes etc.

direct me to tutorials or advice welcome.

Cheers again.