It should be in the 'styles.css' files in your skin folder. Something like:

/* Styles for comments */
div.bComment, /* Entire comment block */
form.bComment { /* New comment form */
margin: 1ex 0;
border: 1px dotted #999;
}

You can make it a solid border with:

border: 1px solid #999;

Or just get rid of it entirely:

border: none;

Yeah, I've looked all through the css and can't find it... A search for "dotted" pulls up nothing, a search for "comment" pulls up nothing, "form" - nothing relevant, I've looked at every "border" reference - nothing...it's really weird.

If your style.css file doesn't have that particular section of code... try adding it. ;)

/* Styles for comments */
div.bComment, /* Entire comment block */
form.bComment { /* New comment form */
margin: 1ex 0;
border: none;
}

You, my friend, are a genius!