By the way, pst-all doesn't load all PSTricks packages, as you might think. You better load only the PSTricks packages that you really need, with pstricks-add as the last one. But using this will still cause problems. Maybe the titlesec package is of any help for you.
Of course I don't use pstricks in this example. I just keeped wath's wrong.
Now, I've had an answer via the miktex mailing list. In fact, pstricks modifies
the definition of \@frameb@x (which is used in \fbox). So I just have to
put a \protect\fbox instead of \fbox.