Make a photoshop file that is 9px wider than your thumbnail image. Set the background to white on the first layer.
There are a few ways to make the border. The way I find easiest is to use the rectangular marquee tool on the whole canvas
Put a marquee around the whole canvas.
Go to the Select menu > Modify > Contract
Set the contract to 1px
Go to the Select menu > Inverse
Zoom in until you can see the 1px border space
Choose the paint bucket tool
Choose whatever color you want
Apply the paint bucket tool to the 1px part.
Note: Its better to put the border on its own layer. Put the image on its own layer as well.