How to Create a Border in Capture NX2

Here’s a question I received via email from C. Osborne in the UK.
He says, “Mike, I am enjoying reading your book Nikon Capture NX2, After the Shoot. One thing I need to know is, how can I get black borders on my prints in Nikon Capture NX2?”
The answer to his question isn’t intuitive, but works pretty [...]