Are the penalized PCB's going to be manufactured as one? For example many designers will group several PCB's and the send them out as one PCB. If yes, you can manually create a border for the outside extents.
1. Go to menu: Edit / Layers / Add Layer... Select Name "Border Group", and type as Border.
Note: If you already have a layer with the type "Border" change it to Graphic. Right-click over the layer (in the layer control - located on the left) and select the Layer Type Graphic.
2. Add the Border around the extents of your PCB. Go to menu: Add / Trace and draw a rectangle around the extents of your design.
3. Use to command "Detect Border Layer" to join and construct your border layer.
4. Then create your FAB drawing.
Here's a quick tutorial showing me perform these steps (no sound):