This example creates a merged cell from the range B2:C5 and puts a thick red border around the merged cell.
Set c = Spreadsheet1.Constants
Spreadsheet1.Range("b2:c5").Merge
Spreadsheet1.Range("b2").MergeArea.Borders.Color = "red"
Spreadsheet1.Range("b2").MergeArea.Borders.Weight = c.owcLineWeightThick