C:\Documents and Settings\yourname\Local Settings\Application Data\Autodesk\AutoCAD 2009\R17.2\enu\Template
There will be files ending in DWT and DWG. The DWT files are template files which are nothing more than DWG files renamed or saved as DWT. In the template the border will need to be in PS. If you want a border to simply insert later the information will need to be in MS.
So open the sample DWT, SAVEAS to a name you want with extension of DWT. when you navigate to that folder only DWG files will be showing, go down to the bottom of the dialog and select .DWT or type *.dwt in the file name location. Edit it all you want, add dim styles, layers, etc. Set this file as your default so when you pick the new button autocad automatically uses that template file for you. Options> Files> Default Template File Name for QNEW.