Typically I tend to create the sheet border as it's own separate drawing. You can copy this sheet border around to your different jobs as needed, changing just the information that is "job specific". For items that are not job specific like: SHEET NUMBER, DRAWN BY, DESIGN BY, DATE, APPROVED...
RA: The .tfw is a tiff image world file and should correspond to a .tif image of the exact same name, only the extensions are different. If you have Autodesk Land Development Desktop R3 it should come with the Map program. Using Map you can insert the image (.tif) file into your plans)...
