This example puts the thick border around the exported area.
procedure TForm1.Dataset2Excel1AfterExport(Sender: TObject;
Range: IXLSRange);
begin
With Range.Borders do begin
Item[xlEdgeBottom].LineStyle := xlContinuous;
Item[xlEdgeBottom].Weight := xlThick;
Item[xlEdgeTop].LineStyle := xlContinuous;
Item[xlEdgeTop].Weight := xlThick;
Item[xlEdgeLeft].LineStyle := xlContinuous;
Item[xlEdgeLeft].Weight := xlThick;
Item[xlEdgeRight].LineStyle := xlContinuous;
Item[xlEdgeRight].Weight := xlThick;
end;
end;