If the border is knit right on as you go you will need to do intarsia for the border. That would mean you work the 10 border stitches with the border color then leave that color there and start working with the main color. Work across to the second border and drop the MC there and start a new ball of the contrast color. Then when you work back you drop the border color and pick up the MC, work across and drop the MC and pick up the CC for the border and keep working like that. The thing you need to remember is that you will always pick up the new color, at each change, from underneath the color you are dropping, this caused the yarns to twist around each other. If you don't do that you will have an open space between the two colors, they will only be side by side, but not connected. There is a video about intarsia on this site. I believe it is listed under "advanced techniques". A gal here made a couple of blankets with not only intarsia borders, but squares of color as well. I might try to find that thread for you.