Normally the the individual posts in a topic has a div with the classes clearfix topborder windowbg2 largepadding. However, if that post is "new" then it'll miss the topborder class which results in, well... it'll not have the top border...
This was reported and fixed :) Bug #2586: topborder not present for last post on page (http://dev.simplemachines.org/mantis/view.php?id=2586)