The last time I flew within the US, which was July of last year, I didn't experience any problems. Of course, I live in Alabama, so that's not saying much. And if you tell anyone that, I may have to kill you.
Before going through the metal detector, you have to take of all of your jewelry and put it in a plastic bin. I would just explain that you cannot take off the collar. When you go through the metal detector, it may beep, but they have the wand that they move up an down to pick out the actual place the metal is. Once they realize that it's just your collar, I don't think there will be any problems.
Of course, that is just my experience, it may be different for you where you live. The only thing I can say is take the key with you, just in case, but try to convince them that you can't take it off. Worse comes to worse, remove the collar. It will only be for a minute or so.
Good luck!