As you can see, the blocks are set apart from the border with a darker framing inside border. I used a wiggly serpentine stitch to define that border. After finishing the framing border, I measured the outer border length to help in determining the width of the piano keys. As a rule of thumb, I like this measurement to be no less than 1" in width but no wider than 2". I also planned the stitching pattern for the corners of the border. Ultimately, the corner pattern and the inside connection between the keys are your biggest decisions.
I marked the key interval and stitched the curved line for each key for this particular quilt. Normally, I don't have the curved stitch line but it fit with the straight line stitching pattern in the blocks for this quilt. I used P2P Curve 1 setting the Pattern Height at .25 inches stitching with the Record Sew Pattern function.
For the key lines, I used the Record Sew Path function clicking on the inside border first, then out to the outside, across the outside edge for the width of the key, and then back into the inner border. You can see in the picture where I have drawn chalk lines as a guide for my clicking points.
I had to do each key separately because I didn't want to have threads to clip after the quilt was all finished. Using the needle-off function creating no-sew lines means there will be threads to clip. Also, I didn't want to have a double stitching line every other key along the inside border. Very tedious work ... thank goodness for the book on my Ipod. It took all day to do the border around this quilt (95-103) and I listened to the first half of my book (which I highly recommend) The Birth of Venus by Sarah Dunant.
This is just one way I've done the piano key border - not my favorite stitching pattern, but very effective in design.