Borders on embedded pics among text

When I embed pics in text in the blog or pages or other posting areas there is the option to add a border so that the text doesn't wrap right up against the pic. I add a numerical pixel width and it looks great. However then after I save the entry an look at it, the border is gone and the text is right back up against the pic. I assume that somewhere something overwrites the border. Any idea how I might change this?

Thanks