Did you download the ie6setup.exe utility from Microsoft's site before trying to run that? (The link should be in the post, you want the one for IE 6 SP1.) Once you have it, go to start -> run, then browse to find that file. Once the path and file are on the run line, add the rest (copy and paste it).
Just as a sidenote, the IE 6 cumulative patch in the post I made was superceeded with a new cumulative patch. The new number is 822925 if I recall correctly.