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Sorry for stupid questions, I figured out how to do. That's it.

\usepackage{amsmath,amssymb,amsfonts,stmaryrd}
\usepackage[framed,amsmath,thmmarks]{ntheorem}

(can not put amsmath in both)

Then, the following define a Example environment with a vertical line along the left side:

\theoremstyle ...

Hi localghost,

It seemed that the ntheorem package is what I am looking for but when I used

\usepackage[framed,amsmath,thmmarks]{ntheorem}
\usepackage{framed}

I got the following error

Package ntheorem Error: Theorem style plain already defined.

How to remove it please.

Thanks.

Hello everybody,

I am writing a lecture note where I insert some examples to explain somethings.
I would like the examples to be appeared differently from the rest (distinguished from the rest). So, I have been
looking for an environment that can do this. Say, text in example should be smaller
or ...