The info was posted here
"The Collector's Edition will also have a MyColors theme for Demigod to make your XP/Vista/7 desktop feel like the game UI. It's very slick. I'm not sure what else is coming with the Collector's Edition yet so stay tuned."
It was also advertised as a bonus of the CE across multiple sites, I hope it comes soon, I want some Demigod desktop goodness!