If you use the NextGEN plugin and want to have a border (or frame) around it, I have found that the following code seems to work well:

<div style=”border: 12px solid black; width: 600px; height: 450px;”>[ slideshow id=2 ]</div>

(Note: In the example above I have put an extra space after the opening and before the closing square brackets to stop NextGEN from actually showing the slideshow in this post)

To get this to work for me, I also have the Slideshow settings in NextGEN set to 600 x 450 and ‘Stretch Image’ set to False.