Have you got the bible of puppy books, "The Perfect Puppy" by Gwen Bailey? If not - buy it, it's fantastic (apart from the stuff about dominance theory in my view).
My puppy, Paddy is 15 weeks old tomorrow. I think that Gwen Bailey recommends leaving it till your puppy is properly settled in with you after a week or so before putting the collar on her, although I can't remember the rationale for that clearly. I think it was about overwhelming them with too many new experiences at once. However, given what other posters have said, this might be an irrelevant piece of advice!
Welcome and post some piccies of Roxi. (I still don't know how to post pictures so you've only got my word for it that Paddy is a cutie!)
Denise