Make your own class or id.
Here is the CSS:
border: 1px solid #999;
Then call it when you put in the image.
<img src="yourimage.jpg" alt="Your Image" />
This is my image.
You said that you wanted a text box with a thin grey line around it. This code will do that by creating a class.
If you just wanted a thin grey line around all of your images alone, then you could do this in your stylesheet:
border:1px solid #999;