Dall'editor vba seleziona il foglio che ti interessa e incolla questo codice. Ho aggiunto i bordi nelle colonne a:e, tu adattalo alle tue esigenze.

codice:
Private Sub Worksheet_Change(ByVal Target As Range)

    ActiveSheet.Cells.Select
    Selection.Borders(xlDiagonalDown).LineStyle = xlNone
    Selection.Borders(xlDiagonalUp).LineStyle = xlNone
    Selection.Borders(xlEdgeLeft).LineStyle = xlNone
    Selection.Borders(xlEdgeTop).LineStyle = xlNone
    Selection.Borders(xlEdgeBottom).LineStyle = xlNone
    Selection.Borders(xlEdgeRight).LineStyle = xlNone
    Selection.Borders(xlInsideVertical).LineStyle = xlNone
    Selection.Borders(xlInsideHorizontal).LineStyle = xlNone


Range("A1").Select
numRighe = Range("A1").End(xlDown).Row

While ActiveWindow.ScrollRow < numRighe
    ActiveWindow.LargeScroll Down:=1
Wend

For Each x In ActiveSheet.HPageBreaks
    'MsgBox x.Location.Row

'bordi superiori
Range("a" & x.Location.Row & ":e" & x.Location.Row).Select
With Selection.Borders(xlEdgeTop)
        .LineStyle = xlContinuous
        .Weight = xlThin
        .ColorIndex = xlAutomatic
End With

'bordi inferiori
Range("a" & x.Location.Row - 1 & ":e" & x.Location.Row - 1).Select
Selection.Borders(xlEdgeTop).LineStyle = xlNone
    With Selection.Borders(xlEdgeBottom)
        .LineStyle = xlContinuous
        .Weight = xlThin
        .ColorIndex = xlAutomatic
    End With
Next x
End Sub