Can be done with script on clik event of the button.
1. Go to "border properties" of button , and update the "Raised - 3D"(this may be default value) to "Solid" from the drop down.
2. If you need any default color for border before click you can select a color from the pallet elase select white color.
3. now assign the red color for the border on click event of the button, place the below script on click event of the button.
this.border.edge.color.value = "255, 0,0";
4. now you can see the red border for button on click event, if need more wider of the border can be increased the size from "border properties" of button.
Hope this will help.
