1 px borders

I'm trying to put a 1 pixel border on an icon I'm making, and I've used several tutorials, but for some reason none of them work. I've tried several variations of the stroke effect, but the border never appears. Also, my Photoshop automatically shows a border around the image until you save it to your computer, so I always have to save it to my comp in order to see if the 1 pixel border effect I used worked. Does anyone know any other ways to put a border, and how to get the automatic border to not show in Photoshop?