I was able to use lots of the ideas that I got here (again, thanks!), and we had a great time finishing our fourth episode last Friday night.
Our devious Cardassian Ops Officer (who our Klingon First Officer is convinced is an Obsidian Order agent!) cleverly packed an anti-sensor belt with him, which the PCs used on a home-made explosive. They found a Romulan disruptor (on a Romulan who clearly took himself out rather than be assimilated) and set it to overload, but also packaged it with the anti-sensor belt so that the Borg couldn't find it.
The group was
just about to escape the facility without conflict when I rolled
another "6" (the third one, I think) so the Borg attacked them. This resulted in a few thrilling rounds of combat as they escaped the deadly adversaries. The Ops Officer was the only one who ended up getting hit (with tubules, thus the process of assimilation began), but our Medical Doctor was able to stabilize him and cure him upon return to the ship.
As the characters tried to get out, they tried a number of the things mentioned. They fired at the ceiling (which worked similar to firing at the walls, but with some debris falling down on Borg as well), and tried to acrobatically go past them, too. Thanks to the suggestions and advice here, I was prepared for their various choices.