\usepackage {pstcol}
\psset{unit=.5cm}
\begin{pspicture}(10,10)
\psset{subgriddiv=0,linewidth=.8}
\psgrid
\psset{dimen=inner}
\psframe
   (1,1)(4,4)
\psframe[dimen=middle,linecolor=red]
   (6,6)(9,9)
\psframe[dimen=outer,linecolor=yellow]
   (0,6)(4,9)
\end{pspicture}