I have paid the bounty collector on The Reach, but I still have a murder and conspiracy charge and he said he would sort it out for me, any ideas?
I assume you are talking about the Bounty Collector?
According to that wiki page, your problem could be several things:
The bug listed as "There may still be a bounty even after the Bounty Collector has been paid."
The (unique to 360) bug listed as "The bounty collector will attempt to collect a bounty that was already paid in an outlying city. (Such as a bounty in Whiterun Hold being paid while in Riverwood.)"
Results of payment may not be immediate due to the fact that the bounty collecter has to walk all the way to the jarl of the hold to deliver the bounty. Be wary of fast traveling to an associated city immediately after paying the bounty collector.
I've actually never played a character who gets a bounty large enough to trigger a Bounty Collector (I either get caught and pay right away, or don't get caught) so I am unsure how they are actually supposed to work. If you have a similar confusion, perhaps someone else can point out the possibilities in another answer.
Like whether a Bounty Collector might come getting bounties from several holds, and whether these would have separate dialogues, or whether multiple charges from the same hold would trigger multiple dialogues. (I don't know)