I used to hang paper professionally so maybe I can be of help a little here. It's *much* easier to remove borders than sheets. And, it's
*much* easier to remove pre-glued paper than the kind you have to apply the glue on yourself. Mainly because the pre-glued paper is coated more evenly, and you don't have to guess at the moisture content of the glue or how to apply it.
Despite the reasoning behind the eventual removal, you don't want to do a shoddy job. One, because it will look bad, two, because it will make the removal more difficult, and three, you want to keep your wall in good shape after the removal. Prior to putting the decorative border up, make sure your wall surface is relatively clean (dust & grime free). TSP is always a good choice.
When you are applying the border, smooth it gently as you go along. I used a flat-edge squeegee-like scraper to smooth out the bubbles. You don't have to use a lot of pressure. On a scale of 1 to 10, 1 being extremely light and 10 being extremely hard, I'd say use about a 4. If you do end up with a bubble, just use a little razor blade and make a tiny clean slit to let the air out; then smooth over it again.
There are a couple of methods of removing old wallpaper/borders off of your wall. (I'm assuming that your closet wall is not made of wood?) Some people like to use a steamer to get the wet heat through the paper to the glue side. I was a little more patient--I just used a sponge soaked in hot water. Just keep sponging the paper as you're working your way down, and wipe the wall off behind you (this is a rather wet process--so make sure you have drop cloth, newspaper, etc. to protect your floor). If you're lucky, the paper will peel off in strips (kind of like paint after jasco has been applied.)
Don't forget that you can also paint over the wallpaper if you tire of it later. You'll probably have to prime over it, but well worth the effort if you don't the trouble of wallpaper removal. Good luck, and have fun!