<p>According to the C# compiler and the Silverlight 2 documentation, Silverlight doesn't provide a FindName method for the DataTemplate class.  I want to find a Border that's inside a ContentPresenter.  What's the best way in SilverLight 2?</p>

Not totally sure I understand the scenario, but since you mention the DataTemplate I'm assuming you're using a template.
If you're using a template then what you do is give your border a name (x:Name="border") and then override the OnApplyTemplate method. In that method you use GetTemplateChild and pass the name you used. This will return a reference to your border.
If you're not use a template and have a reference to the ContentPresenter then you could write a recursive function that looks at the Content property of the child and if it isn't a border then calls your same function on its content.