A border can be set for just the first page with the following steps:

1. In Word, click on the Page Layout ribbon tab.
2. Expand the Page Setup box by click on the small square in the bottom right corner.
3. Click on the Layout tab.
4. Click on the Borders button.
5. Select the border you want.
6. On the right-hand side in the Apply To: drop-down, select "This section - First page only".
7. OK.

If you change the page margins or other page settings, you may see the first page borders become applied to all the pages. In this case, you want to go through the same steps as above to clear the borders, and select "This section - All except first page" in the Apply To: drop-down.

Hope this helps.

-SW