I'm going to assume you're taking about the "BorderSizePixel" property of GuiObjects. I sort of agree... I think Roblox should actually display the border we tell it to. For example, when you set BorderSizePixel to 50, it stays 1px big. I think that it should be 50 pixels big when we do that.
Wiki Profile: http://wiki.roblox.com/index.php/User:Nelson