This is a known issue. With 3D effects enabled on certain graphic cards, the window borders disappear.
To try to correct this problem, add these lines in the Device section in the /etc/X11/xorg.conf file (if these are not already present):
Option "AllowGLXWithComposite"
Option "XAANoOffscreenPixmaps"
Option "AddARGBGLXVisuals" "True"