If you have Borderline, you should look into getting DBT counseling (Dialetic Behavioral Therapy). It is a form of therapy designed for people with Borderline. Also, anger management is a good step and can help. You probably need both.
If anger is a symptom then I guess anger management could be useful but I think the idea with bpd is to treat the underlying issues.
Anger can be worse when one is feeling more vulnerable so doing the basics of eating and sleeping well, exercising, etc can also be helpful.
I think that you should take your anger issues with you to therapy or to your support group. Taking them elsewhere could be considered splitting. The most appropriate place to address them, I think, is with a therapist.
dbt can also help with managing anger.
If you're receiving traditional treatment for bpd then you should be having individual psychotherapy, group skills training and phone consultation to help with the skills where appropriate.
At the end of the day you need to do what feel best for you. Not everything will feel right or helpful. Do what works, leave what doesn't.
I think it might be worth giving it a try. If you feel overwhelmed you can always stop going to the anger management group. But, they will teach you coping skills to deal with your anger.