Also, here is a small tutorial on how to use these.
Tutorial
Download the tool Button Manager, created by Shadow Daemon.
Once downloaded, extract everything and open the directory where you extracted it to.
Open the folder custom.
Simply place the downloaded borders in here.
Now, to use custom borders, simply press the F4 button and click the one you'd like to apply. Save the icon via File --> Save file as...
If you want to use custom ATT and UPG borders, you will have to do the following to let "Button Manager" automatically resize the main image: Tools --> Settings --> Image, choose the border you need and apply these settings.
Special thanks to Shadow Daemon for both his tool and his advice!