Also, make sure you save (with the border layer active), upload the right file, and are not viewing the sig on a background with the same color as the border.
The other thing is that photoshop has a line around the sig on the canvas that can look like a border, so if you did stroke on the outside instead of the inside it might appear to have the border even if it doesn't. In case you didn't know, a quick tut on borders:
1) Select the canvas (rectangular marquee tool, or ctrl-a)
2) Edit -> stroke
3) Settings: 1px - inside - desired color
4) Be happy
...but I'm pretty sure you know how to do that, so ignore me