1. In a data processing system having a processor and a video display, a method of drawing a border on an output device, wherein the border includes an inner border having border edges and an outer border having border edges, the method comprises the steps of: (a) providing a range of logical depths relative to a zero level logical depth on the output device that the inner border and the outer border may assume, wherein the range includes at least one sunken logical depth and at least one raised logical depth; (b) predetermining colors for the border edges of the inner border or the outer border for each logical depth to produce a visual effect of the logical depth when the borders are output on the output device; and (c) outputting the border on the output device by drawing the outer border to have a first logical depth in the range of logical depths and drawing the inner border to have a second logical depth in the range of logical depths, wherein the outer border has border edges with the colors that are assigned to the border edges for the first logical depth and the inner border has border edges with the colors that are assigned to the border edges for the second logical depth.