A family of Microsoft word processing software products for creating web, email, and print documents.
When you set the border to None [which you can get to a bit faster via Format> Borders & Shading] make sure the Apply to in the lower right corner is set to Whole Document.
Have you examined the Header to see if it's actually a background graphic?
If it continues to reappear you'll need to provide details about how the document is constructed. Also, is Track Changes being used? More information would be helpful.