Problem solved. I created a group on the context field, told the Context field not to print repeated values, placed a right and left border on the Context field in the Details band, overlayed a static text field with a top border over top of the Context field in the Details band and told it to only print when the group count == 1, and then I added a horizontal line to the column footer to act as the bottom border of the column. Convoluted, but it works.
