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On the Format menu,
Shared Borders is unavailable (appears dimmed).
In order to use shared borders, you must have a web site open.
Open an existing web site
On the File menu, click Open Web, and then locate your web site.
Create a new web site
On the File menu, point to New, and then click Page or Web.
In the New Page or Web task pane, click Empty Web under New. Or, under New from Template, click Web Site Templates.