Collecting it while usefully en route to another star system seems like it would be tricky from a delta-v perspective, but maybe the solution is to:
1) build a small worldship from an appropriate asteroid 2) fill your internal ocean in the outer solar system over the course of a generation or three 3) dive back down the gravity well for a gravitational assist from the Sun as you head to your interstellar destination 4) en route, slowly use part of your ocean as propellant, while living inside the rest of it as shielding