Selection> Borders?

Hiyas ;)
Silly question of the day here.. In PS6, when you make a selection border ( where you type in how many pixels wide you want it)..is the result supposed to look feathered??
The original selection wasn't, yet when I fill the 'border' that was made from it, it's not hardedge and even a little blocky. Is there a switch to throw somewhere?
Thanks in advance. ;)

Possible linguistic failiure here..."Selection border" does that equal stroke thing ?? I do not quite follow ye'all in the fast spoken english here so I'll have to ask dumb questions aswell...

Hiyas
Yes, in the edit drop down list there is STROKE..however, I'm trying use the BORDER function from the SELECTION drop down list which is different. I was interested in it since unlike stroke..which simply adds line in whatever foreground color you have, border from selection IS a selection which can be filled with patterns or grads. The only shortcoming with it is you don't get to pick the orientation - it seems to default from the center. ;)
Of course I suppose I could just stroke in some easy color to wand and then fill that selection, but I thought the border function might save a step and look tight too...? Again, mine looks fuzzy so I'm just curious whether it's the same for anyone else?
I know if I wanted to stroke with a particular brush I'd convert to paths, but that's another story. ;)