The following javadoc is misleading. You pass in a border for it to use, but the javadoc continues on to say that the border it will use will be the default (etched or gray), not the one passed in. Seems odd.
javadoc:

createTitledBorder

public static TitledBorder createTitledBorder(Border border)

       Creates a new title border with an empty title specifying the border object, using the default text position (sitting on the top line) and
       default justification (leading) and using the default font, text color, and border determined by the current look and feel. (The Motif and
       Windows look and feels use an etched border; The Java look and feel uses a gray border.)

       Parameters:
              border - the Border object to add the title to
       Returns:
              the TitledBorder object