[Plugin: NextGEN Gallery] How and Where do I change the color of the borders on my thumbnails?

In the nextgen style css file your using try changing this

.ngg-gallery-thumbnail img {
    background-color: #FFFFFF;
    border: 1px solid #A9A9A9;
    display: block;
    margin: 4px 0 4px 5px;
    padding: 4px;
    position: relative;
}

to this

.ngg-gallery-thumbnail img {
    background-color: #000000;
    border: 1px solid #A9A9A9;
    display: block;
    margin: 4px 0 4px 5px;
    padding: 4px;
    position: relative;
}