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It's part of the website layout, not the photo. You can drag the photo away which shows the photo is independent of the frame. Instead, if you highlight the webpage using your cursor you can see that the frame is in pieces, and was put there by the website designer. If you wanted to do this in photoshop or something you would have to create the pieces and make it so you can lengthen them and shorten them depending on the image size. It's probably pretty easy to do, but that's not what's been done on the page you link to.
 
Thanks guys. Didn't know that was in pieces. It'd be nice if there was a Mac frame app. I really like that thin black frame look.
 
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