Custom shape borders in Fireworks?

[denno020]

I was just wondering if it's possible to create a custom shape border in Fireworks.

I'm creating a box outline by using 3 rectangles of 1px width and placing them one inside the other, so it's a 3px wide border. I've attached an image showing how I want the custom border to appear, except the colours will be different, I've used these colours to clearly show the 3 separate rectangles.

Is there a way I can save this so that I can apply it to any rectangle shape?

I've tried to create a style, however I don't know how to combine 3 separate objects into the one style..

Any help is greatly appreciated
Cheers
Denno