Place the slider over the frame you need to capture ( zoom the section to select the right frame)
Export the frame in bmp or jpg (File menu export a frame)
From a paint or from the free Magix Pro 10 or 9 designer open the frame image and trace the line around the picture save it in bmp or jpg and place it on a track over the scene you need it.
View in the photo tutorial I just made something like this or use your favorite paint program to do it.
I use a slightly different method to put a frame around still images. As suggested by y-r I use a free photo editor (Xtreme Photo Designer 7) that came with my Magix video editing program, but rather than drawing a line around the image I use 'Image' >> 'Page size' to extend the edges the desired amount. To decide how much I note the original pixel dimensions and increase by a suitable proportion eg original width=1200, new width=1212 adds just 1%. Make sure 'Maintain aspect ratio' is ticked. You can pick a color for the border as well.
Most photo editing programs have a similar function though it may be called something different. The advantage of using the Magix program is that within the video editor (Movie Edit Pro) I can right click on the original and pick 'Edit in external editor' and when I'm done the outlined image is there (including any adjustments to display size and position) without having to re-load it. You may find the same option in Video Easy.
Added: Photo Designer also has a 'Effect' >> 'Other filters' >> 'Highlight' which adds a bevel effect.