My situation is that I wanted to put an expression to format the border (empty cells have a border and non-empty don't). This was so that a grid would show for empty spaces.
I wasn't getting very far because I'd even ask the border to be grey and save the project but when I come back to the setting, it's still black.
I found that you have to select a color or expression first, then define which border (top, right, bottom, left) the settings apply to...
Mad. 1. Type your expressions/specify color first:

2. Specify which border of the cell this applies to:

Category: SQL Server Reporting Services :: Article: 331
Thank you for your message.
The border settings only save per object and not well if these are all expressions. Set the borders for something else and your report builder/BIDS will not remember what style you wanted.
Another thing is that it isn't obvious if the border settings have saved. Usually if you just click on the border buttons it will remember what style you specified originally but it doesn't display what this style is (whether expressions or colors).
The point of this article is saying how border settings have to be specified before applying these (perhaps obvious to some) and that you have 1 preset setting available: the one you just set.
Hope that helps!
Joe