How to set the Tablix outer border width In SSRS 2008 R2, a Tablix has got a "Border Width" property. I assumed that by assigning a value to this property, I can define the outer border's width. But it does nothing. 

I'd like to have the outer border of the Tablix thinner than the internal grids. There are many Tablixes on our reports with many cells and it is painful to select each cell on the top, bottom, left and right borders and set the outer border weight width to 3pt.
In your first screenshot, the BorderStyle value is None. In order for the BorderWidth setting to have an effect, the BorderStyle setting must be changed also (e.g. to Solid).

The borders in your second screenshot are cell/row borders. The weight of these borders are controlled via the BorderWidth setting of the cell or row.

The Tablix border is in addition to the cells borders, so if you want the Tablix to have a thinner border than the cells you will need to either use different colours (e.g. LightGrey for the cells and Black for the Tablix), or change the top/bottom/left/right border settings for each outer cell.