i.e. make the border look like this:
instead of this:
There's no property to control the border thickness. There are properties for BorderStyleCell and BorderStyleRow and I beleive there is a BorderStyle for the grid on the DisplayLayout.
I don't think there is any option to make a thick border like this, though. You might be able to acheive what you want by using a 3D BorderStyle like Inset. This would give you a two pixel border. You could then use a Drawfilter to draw the borders solid instead of 3D.
Anything thicker than that might cause a problem. You could use a DrawFilter to draw a thicker border, but if the grid does not know the thickness of the border, your borders might run into overlap other objects.
Thanks for your input Mike.
I suppose I will just use a label behind the grid to achieve the effect since I am guessing that is easier than dealing with DrawFilters