It depends... are you referring to an actual border or are your referring to the fieldset - which is many browsers appears like a border. My guess is that you just want to restyle the fieldsets... which in that case, you need to open your CSSFB dialog and then choose edit design. Then from the menu where "Form" is selected... hit the dropdown and go to "Fieldset". Then you will see a dropdown below that where you can choose the various elements of a fieldset available for style. Start with the first one and set border to none... you could explicitly set all the fieldset elements to have a border of none to ensure the browser does not default and add border lines where you don't want them.
Regards,
Brian