Hi,
You don't say which browser you are writing for. NN and IE use different 
attribute values for the frameset tag I tend to use:

<frameset frameborder=0 framespacing=0 frameborder=no border=0>

this should turn off all borders around frames in both browsers. If that 
doesn't work you might also want to set the frameborder attribute in the 
frame tag to 0/no and possibly the marginheight and marginwidth attributes to 
0 as well. Be advised though that some versions of NN even after all that 
still show a 1px gap between frames.

Cheers

Giles