[quote=TheWindel]
Ah I see. I actually meant how our characters ended up in the mansion.
[/quote]

Well, he had us all subdued and then transported to his mansion where he locked us in his basement. The actual specifics depended on the case of who was being subdued. For instance my character was merely drugged but something larger and more dangerous might have to have been shot with some sort of tranquilizer. 
The Collector himself though doesn't take part in the actual kidnapping, he merely controls the henchmen who do. 

Does that answer your question or do I need to elaborate a little more?