Well, it is the Jets - that's where you went wrong from the start with that, but for your first sig, I like it.
For the border, you can create a new layer (Cntrl-Shft-N) and then select the outside (Cntrl-A). After that, go to edit>stroke>1px. That'll give you a 1 pixel border with just a solid black or whatever color you choose. If you want to have it thicker or a 3D type border, there are tabs over the color pad that says color, something, and styles. If you click on styles, you can just check out all the different default stuff they give you for borders.
Another cool border type that I like to use something is a 3 pixel black, white, black pattern. You make 3 new layers, on the first layer you put a 3 pixel black stroke, on the second you put a 2 pixel white stroke, and on the third you put a 1 pixel black again.