bugout69, I am assuming you are using a newer version of MicroStation. There is a definition file that you can edit in Notepad to add additional border sizes. Depending on the version you have installed it may vary.
For MSV8iSS2 it will be located here C:\Documents and Settings\All Users\Application Data\Bentley\MicroStation V8i (SELECTseries)\WorkSpace\System\data\sheetsizes.de f
XM MicroStation and earlier versions of V8i may vary in location but you can search for the file sheetsizes.def