How to override Mage_Sales_Model_Resource_Order_Collection file into local
1. Copy you Collection.php file from core and locate into your local folder with respective folder structure.
2. Change config.xml as like below
<model>
<mypackagename_sales>
<class>Mypackage_Sales_Model</class>
<resourceModel>sales_resource</resourceModel>
</mypackagename_sales>
<sales_resource> {We should use tag name as above declared one }
<rewrite>
<order_collection>Mypackage_Sales_Model_Resource_Order_Collection</order_collection>
</rewrite>
</sales_resource>
</model>