Try this:
Select the Borg.
Name them accordingly
Name their empire type
Name the Leaders title
Name the leader
Select (at the bottom) USE RACE STYLE
Create the Empire, and start the game.
After the game has started, Click the OPTIONs icon (upper left hand corner Icon)
Then click PLAYERS. Select the borg, and un-check mark it. This will allow you to play the borgs turn.
Process the turn.
You should now be playing as the borg.
Again select the OPTIONS Icon, and click, SAVE EMPIRE. Save the Borg. You can re-check mark the borg under the players option again, and from that point, they should play according to the ESTABLISHED Ai in its Race styles folder. Then again, I could be horribly wrong, and this may not work. But what the hell, its worth a try.
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"We've made too many compromises already, too many retreats! They invade our space and we fall back -- they assimilate entire worlds and we fall back! Not again! The line must be drawn here -- this far, no further! And I will make them pay for what they've done!" -- Captain Picard STNG
New Age Ship Yards