You can change the callout wrapper border by overriding the default style in HeadCSS:
.calloutWrap
{
-moz-box-shadow: 5px 5px rgba(64,64,64,0.5);
-webkit-box-shadow: 5px 5px rgba(64,64,64,0.5);
box-shadow: 5px 5px rgba(64,64,64,0.5);
border:3px #ff9933 solid;
margin:0;padding:0
}