Put all the layers together then blending effects- stroke and make it black and as thick as you want it. Usually 1px is enough. I'm writing this from memory btw so i apolagise if it's wrong! :good:
Right get the background layer. Right click on it in the layers pallette and click blending options. Then click on stroke (the actual txt not the checkbox). Make black and 1px and set the position to inside? Hope it works :good:
to add a 1px border, simply select the bottom layer, the blue in this case, and go CTRL + Click on it to select it all, the go EDIT>>Stroke>>then choose what you wanna.