Do you mean the edges of the photos or an effect similar to the drop shadow on the header here: http://www.nooti.com/ ?
The first can be achieved with something like:
HTML Code:
border-right: 1px solid #ccc;
border-bottom: 1px solid #ccc;
padding: 3px;
in your css. The second can be achieved by using something like:
HTML Code:
background: url(images/horizontal-drop-shadow) repeat-x
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