Yeah,
Should the box have (apart to the level borders) the other two borders using steel blocks?
I don't really understand what you're asking. Do you mean that the left and right borders should be steel? The top border or the bottom border of the box, or either one, depending on where you put your box, will not be the border to the level. 50 pixels vertical is not enough to go across the screen (thank goodness. If it was the game wouldn't be quite as good). So your box can't border the top and the bottom at the same time. Also, you are allowed to have black pieces, but you can't use them to crop pieces that run out of the box boundaries. The main purpose of the borders of a box would be to give you the ability to remember where your box is.
Just remember these rules and you will have a valid level
-No objects outside of your 50x50 box.
-Submit the upper left and lower right coordinates of your box with your level.
-No terrain outside of your box.
-Lemmings are allowed to go outside of the box, as that can't really be helped anyhow.
-No black pieces used to make terrain fit inside of the box. This is because you'd have to have terrain outside of the box to fix the terrain.