The border is simply small pleats that are ironed one way and then sew down the middle in the opposite direction. Start with a strip of any width. Mark each side at one inch intervals or whatever size you want. Then sew across each pleats to make it permanent, first in one direction and then in the other until all of the marks have been pleated. Press all the pleat in one direction and edge stitch them down. Then turn the strip around and sew down the middle to make the pleats twist. You can also sew one edge one direction and the other edge the opposite for an interesting look.