I need to set borders around header and item rows to one color and on the 
footer row only have a border around one cell.  I not even having luck in 
setting the different types to different colors.  Any suggestions?

Example code:

dgIOOutput.ShowFooter = True
dgIOOutput.BorderStyle = BorderStyle.Solid
dgIOOutput.BorderWidth = Unit.Pixel(1)
dgIOOutput.HeaderStyle.Font.Name = "Arial"
dgIOOutput.HeaderStyle.Font.Size = FontUnit.Point(10)
dgIOOutput.HeaderStyle.Font.Bold = True
dgIOOutput.HeaderStyle.BorderColor = System.Drawing.Color.Black
dgIOOutput.HeaderStyle.BackColor = System.Drawing.Color.Blue
dgIOOutput.HeaderStyle.ForeColor = System.Drawing.Color.White
dgIOOutput.HeaderStyle.HorizontalAlign = HorizontalAlign.Center
dgIOOutput.ItemStyle.Font.Name = "Arial"
dgIOOutput.ItemStyle.Font.Size = FontUnit.Point(10)
dgIOOutput.ItemStyle.HorizontalAlign = HorizontalAlign.Center
dgIOOutput.ItemStyle.BorderColor = System.Drawing.Color.Black
dgIOOutput.FooterStyle.Font.Name = "Arial"
dgIOOutput.FooterStyle.Font.Size = FontUnit.Point(10)
dgIOOutput.FooterStyle.BorderColor = System.Drawing.Color.Red