You can use linseed oil on the boards. I wouldn't paint them as they will eventually peel with only 2 of the 4 sides being painted. I'd just coat them with a few coats of linseed oil.

You can also watch for used deck lumber. I have gotten redwood for free.

Just something to consider.

Here is a link that might be useful: Tales of a Transplanted Gardener

Thanks for the help. I will give the linseed oil a try. Unless I find some free wood.