Are you using VoG™? If you are it takes you to the Microsoft site were you download a 480KB file, you navigate to the file and run it it will take you back to the MS site to download the big main file, have you done that?
The link I gave allows you to download the complete file.
And are you running the small file? The download is still the same size no matter which one you use.
If I remember correctly, if you download from the Microsoft site the download is place in a folder called Windows Updates in your C:\Windows so that if you need to repair it you can do. It might be worth checking that folder to see if IE6 is already there, if it is you can run the setup file from there.