Glad to hear you're liking things so far, and sorry for the delayed response. To remove the border, you'll want to make the following change in the templates/js_cascada/css/core.css file on your site. Around line 2149, you'll see the style definitions for "#footer .module". In there, simply remove or comment out the following:
border: 1px solid #5e6060;
There's some other code for shadows and stuff in Firefox that you may want to remove too, but that's up to you.
Hope that helps, and let us know if there's anything else you need!
Alex