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a img{border-style:none;}
Note that, on some browsers, none of this will affect the thin, dashed border which displays to indicate an element has focus. There is a :focus pseudo-class, but it is said to be poorly supported. If this is the border you wish to negate, I would suggest the addition of some form of this.blur() to the link, perhaps through the onclick event, either through attribute or handler.
You want a custom made border to go away after someone clicks on it and javascript is the only way of accomplishing that outside of using css hoover, visited hack (which is also javascript).