Well....

I've gone and forgotten what software you are using, so this may make sense, and it may not, but in GIMP...

If your map is X px wide, and Y px tall, and if you want the border all the way around to be 200 px (this is just an example and not 'the ideal width' or anything) then you need to enlarge your map canvas (not the map layers but canvas) by 2 x 200 px in both directions, which means you will have to break the little chain link thing and manually add 400 px to both dimensions.

If it's GIMP you're using, then you can do the alignment of the map layers while you are expanding the canvas.