I have no personal experience with border collies, but we have a golden retriever that has been trained to retrieve fowl. I was really concerned when I got my first chicks 3 years ago. Fortunately we trained her well as a pup on basic commands, sit, stay, lie, no, etc. When I got my chicks, my dad suggested that I hold the chicks, one or two at a time, make her sit, and let her smell them and watch me hold and cuddle the chicks. She immediately caught on that these were pets, not birds to retrieve. I did handle the chicks and let her watch/sniff several times, until I was positive she understood. She now knows my birds are part of our family, just like she is, and has never attempted to bother the birds, even free ranging. She will even lay on her back in the yard and chicks will hop on her tummy for a nap. She is very gentle, and won't get up until the chicks hop off.
Maybe you could try something simlar? Let your pup get kind of desensitised to the new arrival? Teach the dog that these chicks are not pests or toys, but something that is to be guarded against predators, or ignored completely. It will take some time, but the rewards of the time you spend training your pup will be priceless.