First we are going to have a practice run before we create the command.
Open your image in Fireworks MX (This may well work in other versions of Fireworks but it has only been tested in Fireworks MX) Select your image if it is not already selected and go to Effects in the Property inspector. In the menu hover over Shadow and Glow and select Inner Glow.
Once selected apply the settings you see in the image. 2, 100%, 0 and 0. Colour set to black (or whatever colour you want your border) That's it. Simple eh? OK it could still be a bit of a pain if you have several images to process. So first I recommend you run through the process I have just described a couple of times until you are completely happy with it, then we'll have a go at turning it into a Command.
Ok, we are going to run through the process again now but this time we are recording it so we don't want to make any mistakes. I would start by shutting down Fireworks and reopening it.
There are many other ways to achieve a border around an image, but once your command is made I think this one of the quickest. It will also work on an image of any shape. Plus you have learned how to make a simple command. So why not make another? How about a white image border or maybe a red one for added drama.