photoshop question, about transparent borders Options

[chimicheesecake]

is there a way that i can make transparent borders without having to select inside the picture and do all that stuff all the time? i always do this to all my pictures, make curved edges but i always have to use the select tool for every picture to make the border transparent.

i did find out how to make it a little easier but it's not transparent. i made the border in a new window like this:



that way i can just drag and drop it onto every picture, but yeah. if you get what i'm saying still pleaseee help out.