Adding Headers and Footers section ­ first page only" setting. As with paper size and other page layout settings, Word lets you apply borders differently in different sections of your document. 6. Click OK to accept the settings and to close the Borders and Shading box. Figure 3-11: The Borders and Shading box lets you apply borders to paragraphs, pictures, or pages. Make sure you're on the Page Border tab if you're applying page borders. You can use lines or artwork to form your borders.