Create a simple transparent shape!

I am finding it very difficult to do what must be the easiest task in Photoshop!!

I simply want to create a square, transparent, with a dark border, that will go over an image.

When I create a normal square, it is filled with white as standard. I simply want to make it transparent, and have a nice black border!

Your help will be much appreciated.

There are lot of ways to do that.:
1. After creating a shape on a layer lower, the FILL OPACITY then add a stroke (edit>stroke or using stroke from the blending options)

2. Or use a marquee tool, create your shape then go to edit>stroke

3. Or after creating a shape proceed at once to the blending options, click blending options to display the attributes you can change, from there there's a fill opacity there, just lower it then click stroke and adjust the sliders there up to your desire

or..heh heh..
Select file new, then when the window comes up that asks for your image size etc..
there should also be an option to use a white background, or a transparent background.

Select transparent..
The new window opens, now select all, Ctrl+A, now follow these steps in the Toolbar menu. Select >> Modify >>border
Now fill it in with the bucket tool..'G'.