Sure you can...just click on Table Border Color right next to all the other color schemes.  You can set the thickness and color of the horizontal and the thickness and color of horizontal borders.  I'm using V9, by the way.  Not sure if this was about V10.

Sorry but in V8 you could have four different colour borders around one box. In V9 you can only have two (horizontal and vertical). This is very limiting for a particular page design that I have been using. Have I missed something

I think that's the limitation for V9.  I don't see another way unless you can go into the source code and change the border colors or just hard code your own table with css.