It's not only border collies that do it. I have a border collie sheltie mix and he pees in the house in the same room, also.
Its a territorial thing. the dog finds a nice place that's comfortable and pees there. Once he pees, his scent is all over that one room, that's why it's important to clean it up right away. Your dog will then return to wherever his scent is and pee there until he finds a new spot that he likes better. Don't let him have the freedom of peeing wherever he wants to, he'll soon take over the house and feel like he's the dominant one. Try crate training, regular walks, and lots and lots of positive reinforcement. Herding dogs like shelties and border collies hate being scolded and only want to please, so really praise them when they do something good, and a small but stern correction when they do something bad will be enough.
Good luck! Hope this helped!
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