An old thread, but this has just worked for me - I'm looping through all the series and setting the colour depending on which series:

Code:
Select Case .SeriesCollection.count
                        Case 1
                            .SeriesCollection(.SeriesCollection.count).border.color = Microsoft.Office.Interop.Excel.XlRgbColor.rgbRed
                        Case 2
                            .SeriesCollection(.SeriesCollection.count).border.color = Microsoft.Office.Interop.Excel.XlRgbColor.rgbBlack
                        Case 3
                            .SeriesCollection(.SeriesCollection.count).border.color = Microsoft.Office.Interop.Excel.XlRgbColor.rgbGreen
                        Case 4
                            .SeriesCollection(.SeriesCollection.count).border.color = Microsoft.Office.Interop.Excel.XlRgbColor.rgbBlue
                    End Select