Border: This is what most people use. A Border as top layer. The graphic
displayed on the icon, is underneath.

You can, of course, color your borders:

The "Behind": The behind has to be behind the image you want displayed.
You have to use the blend modes available in the layer palette.




(layer blending set to "soft light"; usually lookes like the original
image)

(layer
blending set to "color burn "; warmer colors; you have to set down
the opacity of the "behind" to at least 20%, otherwise you won't see
anything.)

Colored Brushes are also possible.

(layer blend on "color burn ". No opacity chaneg needed.

TIPP: if you want to see what certain colors look like in preview, choose Image
> Adjustments > Hue/SatA?D?I?uration. Move the Hue modulater back and
forth.

Mix & Match

I created several of those behinds for you to use. They can be downloaded here.