Try running this for master DB
SELECT DATABASEPROPERTYEX('master', 'Collation') SQLCollation; What does it print ? Let assume that it has some collation(or none as you said) ... you will have to rebuild master database if you want the collation to change at server level.
Before changing the default collation on SQL Server check that you did not create any user databases on the server. It may create problems in future if there is already one or more user databases on the server.
To change SQL Server collation the master database has to be rebuilt.
To rebuild the master database:
1.Obtain the copy of SQL Server installation CD.
2.Stop SQL Server service.
3.Start the SQL Server in single user mode. This can be done by running the command :\Program Files\Microsoft Sql Server\MSSQL.#\MSSQL\Binn\sqlserver.exe -m
4.Rebuild the master database: Open command prompt. Run start /wait :\Server\setup.exe /qn INSTANCENAME= REINSTALL=SQL_Engine REBUILDDATABASE=1 SAPWD=”.
5.Start the SQL Service and check the default collation.