Hello hamsti,
The word report instrument is built using the Microsoft Word Object Library (and is automatically loaded when you use Word Report). One function in the object library that will add borders around your table is the FmtAllBorders() function.
I would suggest taking a look at the word2000demo shipping example located at ..\National Instruments\CVI71\samples\activex\word\word200demo.prj.
If you run the example, the lines, in the AddTableToDoc callback, that adds frames to the created table are
caErrChk (Word_GetProperty (columnsHandle, NULL, Word_SelectionBorders, CAVT_OBJHANDLE, &bordersHandle));
caErrChk (FmtAllBorders (bordersHandle, Word_BorderLineStyle, WordConst_wdLineStyleSingle));
caErrChk (FmtAllBorders (bordersHandle, Word_BorderLineWidth, WordConst_wdLineWidth150pt));
So first, you need to get a handle to the border around your columns, then set the property for the border. I would suggest taking a look at the AddTableToDoc callback for more information.
Hope that helps.