Assuming you have a 700w/wx (since that is the forum
you don't have to 'bother' about WM6 since you can't.
However - you haven't really explained what you are doing. If you have a .cab file for the installer, you have to copy it to your phone, then run the install from there. The .cabs are WM installers. If you have an .exe file, you need Activesync installed on your computer, then you run it from the desktop and connect your phone. It will then install on there.