well, its very simple. and its not images, but its alot of nesting. my site borders are a little like that. i'll try to explain it.
where your using divs or tables, the basic principle is the same, i'll use divs as an example.
so, for example, we have a div (or table) with a width of 202 pixels (for example) and a very dark grey background color
then, indside that div we have another div with a width of 200 pixels with a lighter gray. so, heres example code.
<div style="width:202px;padding-top:1px;padding-bottom:1px;background:#444;">
<div style="width:200px;margin-left:auto;margin-right:auto;background:#f3f3f3;"></div>
</div>
and thats the basics. i used css in that, but if you using tables or no css, im shure you know how to center elements in other elements, if not just ask again.
so basically, the image you showed me, has, i would say around 5 divs /tables nested within each other and thats including the main white one.