Change the line width of a legend

Hi all,

I was wondering if it is possible to change the line width of the
border around a legend. For a standard sized figure the default value
is ok, but when creating the figures directly at the correct size for
use in a document (=smaller), the lines are too wide. Also, if there
is a way of creating the legend without the border at all, I would be
happy to hear about it.

Many thanks,
YVES