Maybe it is me, I'm due to have my glasses changed soon you see, but I can't find anything about collections there, instead when I look at it my eyes read direct group membership.
There's this thing in AD called a group. You make other objects members of groups in a way that... ...well... groups them together.
So if you decide to make say ComputerA a member of Group1, you say that ComputerA is a member of Group1 through direct group membership.
If, however, you make ComputerA a member of Group1 and Group1 a member of Group2, then ComputerA is also a member of Group2, only through nested group membership.
Again: Daniel and Niall's solution do not work on nested groups. Neither does the one presented by me, but that can be easily changed by using the script from Richard Muller or a similar one.
Just so there's no confusion going forward: neither Daniel & Niall's solution nor my solution do anything at all with collections.