How do you train a Border Collie to sit and stay?

Well, I don't train stay with mine. For me, when I give a command, they hold that command until I give the release word (in my case, free or break). If you want to give a stay command though, have them sit. Once then sit, say "stay" and then immediately feed multiple cookies continuously. Then say your release word and step back. Praise when they stand up. Gradually stop feeding them cookie after cookie as they hold the stay.