I've made avatars for a couple of years now using the GIMP and always envied those frames some people used. Here's an example:
Well after a little friendly nagging from The Chaos, I decided to figure out how to add a frame in the GIMP, my one and only method of editing graphics. It's actually quite easy to do.
The following steps assume you've created the avatar to your liking and now want to add a frame. The image must be no larger than 96x96 pixels since the framing technique below will add four pixels to each dimension.
1) Open the file you wish to frame, then select Filters > Decor > Add Border.
2) The avatar above actually has two frames, each one pixel in width. There's a white frame nested inside the black one. To use this type of framing:
a) Set the Border X Size and Border Y Size to 1 and the Border Color to white; ignore the "delta" item. Then click OK to add the frame.
b) Repeat this process after setting Border Color to black. You'll have a nested frame.
3) If the avatar is animated, you need to merge the frames into the background. Press Ctrl-L to open the layers dialog; you'll see the border frames at the top. Use the down arrow in the toolbar at the bottom of the Layers window to move the two frames to a position just above the Background. Then right-click on the top-most border frame and pick Merge Down. Repeating this process will merge the borders into the background. If you don't do this, the borders will not remain on screen during the animation but will flash in and out (there's an example of this problem on the current version of this page).
4) Have fun!