Last year, I wrote a series of posts (part I, II and III) concerning the devlopment of custom collections which are compatible with NHibernate. I've written a new post which greatly simplifies this process with the use of (evil) extension methods: http://devlicio.us/blogs/billy_mccafferty/archive/2008/09/03/custom-collections-with-nhibernate-part-iv-extensions.aspx. I believe you'll find this much simpler and more elegant than my previous suggestion.
Billy McCafferty