Hello,
Actually, those borders need to be define somewhere in the CSS stylesheet, the default one assigned to your site (
http://devnet.kentico.com/docs/devguide/css_overview.htm) or in any custom one. It is very hard to say what exactly causes this behavior unless we see it directly on your site. Therefore, by any chance, is your site live?
If not, I would recommend you to try the
Firebug extension for Firefox browser which is a very powerful tool when it comes to HTML/CSS "debugging".
Another thing that come on my mind, if those borders are shown only in IE, please press the F12 key when in IE to enable the Developer tools (very similar to Web developer toolbar). This will allow you to inspect page elements as well.
Moreover, do you use any IE add-ons? If so, please disable them because it's possible they may cause such behavior.
Best regards
Ondrej Vasil