Are those lines visible with normal QGroupBox (not yout sublcass)?
If not then it depends on your OS style. I have Ubuntu 9.10 and there is no border in any groupbox because this is the style of my OS. You can try setting some other style in your Qt application to get the border or you can make your custom widget with unified, platform independent look or other way is to check if Qt style sheets can offer you border satisfying for you.
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