I actually don't think you can apply borders to TDs?
Tables Yes - Cells No.
However, an easy way of achieving this is to use a simple bit of CSS. Here's how you do it:
Put this between your <head> Tags:
border: 1px solid #FF0000;
Then - go to your cell that you wish to apply a border to and add the following code:
Hey presto! that should do it! You can make the border thicker or thinner by changing it from 1px to whatever you like - and then the colour by changing the Hex code.
Hope this helps!