I'd detain them. I fully respect the concept of free will and individual choice but as has been mentioned, the Borg are responsible for the loss of countless planets, ships and colonies. Sending them a ready-made squad of fresh recruits would be a threat to Federation security. I'd question whether their act could not itself be viewed as treason given that they would be going to aid the Federation's worst enemy. Also, could we ever truly know what was in the mind of each person going? Perhaps someone possess a skill or expertise in something that contributes to the Borg overcoming the defenses of another world?
On this one, I might say that the needs of the many outweigh the needs of the few.
(How lucky I was to watch The Wrath of Khan last night.)