Then the path to the file is incorrect. You probably saved the IE6 setup wizard under a folder. Either navigate to the file from the run line and then add the rest of the command after the path, or save the IE 6 setup wizard under the root directory of the c:, in which case the command in my guide would be correct.
I.E. If you saved the IE 6 setup wizard under the C: drive in a folder called "setup", then the full path (and would you would type from run) would be C:\setup\ie6setup.exe /c:"ie6wzd.exe /d /s:""#E"