[ra]\\[dom]

1. Right click on Desktop
2. Personalize
3. Window Color and Appearance
4. Open classic appearance properties for more color options
5. Your theme should be already selected, if not click on it
6. Click Advanced
7. In the "Item" pulldown menu look for "Border Padding"
8. Decrease value from 4 to 1 or 0
9. Click OK twice and you are done

This will make the border thiner, try it out to see if you like it, it's a reversible thing.