i did what your talking about a while ago, what you have to do is get on a 9x machine or ME machine, then download this
http://download.microsoft.com/download/IE60/fnlrtw/ie6/W98NT42KMe/EN-US/ie6setup.exe and choose custom install, then you can select an option somewhere in there like under advanced, to just download files, and not install them, and you can choose all the OS's you want IE for like XP 2000 or 98..... then it puts them in folder on your HD and its all downloaded, this is a good feature is your on broadband, and you want to install ie6 on someones computer with dial up, you just burn IE to cd then copy the files from cd onto the computer you wnat to install, for some reason, i dont think it will let you install from cd. Also, for some reason on win2k and winxp it wont give you a custom install option, so thats why i had to use win9x.
Good luck