Here are a couple of sources that list the contents of Bonus DVD and mention the soundtrack being present on it.
Can't check it myself either because of not owning the Collector's Edition... well and not owning PS2 anymore either.
http://www.ign.com/boards/threads/ki...aled.71880787/
http://www.collect-that-game.com/200...playstation-2/
http://www.ebay.com.au/itm/KILLZONE-...#ht_1623wt_952