For the blue vertical line in the left pane: Edit Explorer/IE Shell Parts > Explorer and IE > Explorer Windows > Favorite Links Background. The line is part of that image.
For the other vertical lines (in the right columns): Edit Explorer/IE Shell Parts > Explorer and IE > Explorer Windows > ListView > Vertical line.
I'm not sure about the borderline, but I think it is in the skin colors section: Change Skin Colors > Show me the skin color presets (from the drop down menu) > Window Frame.