The last beta https://dl.dropboxusercontent.com/u/13064071/plantuml.jar allows this:
@startuml
skinparam Legend {
BorderColor blue
BorderThickness 5.0
FontStyle italic
}
skinparam NoteBorderThickness 2.0
alice -> bob
legend right
This is the Legend!
end legend
@enduml
You can also set BorderThickness on notes:
@startuml
skinparam NoteBorderThickness 3
skinparam NoteBorderColor green
note as node1
This is a test note!
end note
note as node2
This is a test note!
end note
class foo
foo -- node2
@enduml
Is this what you are looking for ?