Complete above achievement to become the champion of the arena, then speak to the blacksmith near the northern entrance and she will offer to remove your main character's collar. Warning: The magisters who see you from now on will not like this.
Regardless, once in the Marshes, there will be a hub in the south called Amadia's Sanctuary. After progressing the questline given from there, the NPC named Leya will remove all of your collars if you speak to her with a character who still has one on.
If, for some crazy reason, you still don't have the collars off by the end of Act 1, they will be removed through story.