private void panel1_Paint(object sender, PaintEventArgs e)
{
    e.Graphics.DrawRectangle(Pens.Black, new Rectangle(2, 2, panel1.Width - 5, panel1.Height - 5));
}

------解决方案--------------------

将panel的borderStyle属性改下就有边框了，边框是黑色的，，如果不想是黑色就照楼上的做，改下颜色
private void panel1_Paint(object sender, PaintEventArgs e)
{
   e.Graphics.DrawRectangle(Pens.LightGreen, new Rectangle(2, 2, panel1.Width - 5, panel1.Height - 5));
}