Border Collies tend to be dogs that have a LOT of drive but are very sensitive. This can be a bit of an issue when trying to correct problems like you are having. I have a couple of suggestions. First off, if you haven't used marker training with him in the past I would recommend it highly.
Once he understands the marker, I would use that to make getting the prong on a pleasant thing. You won't actually be using the prong for anything during these sessions, merely making a pleasant association.
CLICK HERE TO VIEW THE FULL QUESTION AND ANSWER