Shrinking the border provides a bit of a cleaner feel to the windows, and gains a couple of extra pixels in the workspace. In Windows 7, it was pretty easy to open the control panel and adjust to your liking. Windows 8 doesn't have this feature in the control panel, but you can adjust the border width with a straightforward registry change.
There are two settings you can adjust that affect the border width, each having a range of 0 to -1500. The default setting for the BorderWidth property is -15, while the default for PaddedBorderWidth is -60.
To make a thicker border, simply increase the integer value in these fields:
Higher numbers (for example -1000) will give you a thicker border, while lower numbers (0 or -1) will give you thinner borders.
After you have made the changes, you'll need to log out, then back in, to see the changes.