Below you can see the easiest way to create a 3 pixel border!

1.  At first you should open up your picture, using a black image, with a white background
2.  After you should hit CTRL + A or get marquee tool to select all the picture

3. Then you should Click Edit > Stroke - and give it these settings:

4. Now you must again click Edit > Stroke - but this time you should use the color white, and only use a stroke of 2px
5. At last, click Edit > Stroke - settings are only 1px with #000000 (Black)
6. That’s it, hold CTRL and press D to deselect it

Even though it looks like the outside pixel is too thick, it’s really not, it’s just like there anyway, and it will go when you save it.