What I have done in the past is use a Shape control.
You can play with it's properties, until the border is what you want.
If you have multiple Textboxes you can use a control array of shapes.
You can manually position and size them 'around' (cough) your textboxes, in the IDE.
or
Just have code in the Form Load event to position them, and resize them.
If you are using the latter, you can even just have one shape with it's left at -999 (off the visible screen), and it's index set to 0. Then you can add copies to the control array via code, and then position and resize them.

Rob