After the download, run the file just downloaded:
VB6SP6B. This unpack the file into a set of component files. (You can use the same directory you used for the download)
Then run the
setupSP6 application file to do the actual update. After you accept the EULA, the update will run.
When complete, open up VB and check Help==>About which should now mention that SP6 was applied.
Hopefully this should fix your problem. If not please post back with the
exact error message you get.