You can do it one of two ways, if you want to surround an object with that border you can right click on the layer, then in blending options click stroke, then set the color to black, and the size to 1 pixel then click ok and if you want to surround your whole image with a black pixel border, create a new layer, then put it on top of all your other layers, hit ctrl + a to select everything, then click edit at the top, then stroke, select black for color, size 1, and center. then click ok and its all set