Hi,
You can use COnditionalFormatting feature to set a general conditional
format to the entire range.
Eg: range A1:A100
''' -----------------------------------------------
Sub SetCondFormat()
  Dim rg As Range
 
  Set rg = Range("A1:A100")
  rg.Select

  With rg.FormatConditions
 
     .Delete
     .Add Type:=xlExpression, Formula1:= _
          "=" & rg.Cells(1).Address(False, False) & "<>"""""

   With .Item(1).Borders(xlLeft)
       .LineStyle = xlContinuous
       .Weight = xlThin
       .ColorIndex = xlAutomatic
   End With
   With .Item(1).Borders(xlRight)
       .LineStyle = xlContinuous
       .Weight = xlThin
       .ColorIndex = xlAutomatic
   End With
   With .Item(1).Borders(xlTop)
       .LineStyle = xlContinuous
       .Weight = xlThin
       .ColorIndex = xlAutomatic
   End With
   With .Item(1).Borders(xlBottom)
       .LineStyle = xlContinuous
       .Weight = xlThin
       .ColorIndex = xlAutomatic
   End With
  End With
End Sub
'''-----------------------------------------

Frank, a macro isn't even needed for this. Conditional formatting will do the
trick, and you should be able to use the macro recorded to get your macro to
automatically add the conditional formatting. Here are the steps to make a
selection of cells, assuming the top left selected cell is A1, have a border
if the cell is not empty:

Select Cells
Goto: Format... Conditional Formatting
Select the "Cell Value Is" Drop down box and choose "Formula Is"
Type this in the TextBox: =A1<>""
Click the "Format" button
Select the "Border" tab
Choose the border you wish to have if the cell is not empty
Click "Ok"
Click "Ok" again

That's it. Let me know if you have problems or need helping getting the
macro recorder to work with this.