If you want to copy your master page to another site collection you can download your master page from the master page gallery and upload it to the the master page gallery of the second site collection. From the root site Site Actions > Site Settings > (Galleries)Master pages and page layouts
If you want to deploy the same master page to multiple site collections using a feature, create a module in Visual Studio, add your custom master page to the module, and create an element manifest something like this:
<Module Name="Master Pages" List="116" Url="_catalogs/masterpage" RootWebOnly="TRUE">
<File Path="Master Pages\MyCustom.master" Url="MyCustom.master" Type="GhostableInLibrary"></File>
The basic idea is to have your site-scoped feature include a module that copies your custom master page from the file system to the masterpage gallery. Since the feature folder is shared, the same master page gets copied to the site collection master page gallery whenever you activate the feature.