why modified pictures lose the little white frame as thumbnails in finder?
I think I figured it out. It's because Photoshop creates it's own preview, which appears instead of the automatically generated Finder preview. To turn this off, go to Photoshop Preferences, find the file saving preferences, and set it so it never saves previews. From what I can tell, that saves it with the border, like you needed. Also, to add a border back to an image without going back and resaving it, you can click it's icon in Finder, and then click File > Get Info. Then click the icon in the upper left corner and push Delete on the keyboard. That gets rid of the custom preview from Photoshop.

Hope this helps!