Well, you can't do this with VB 6.0. On the upside, you can do this with Visual Studio .NET (but I'm sure you don't have that).
The cheapest and easiest to use program that will make your VB 6 apps have MSI installers is called "Wise for Windows Installer 4," by Wise Solutions Inc. Here is a link: http://www.wise.com/wfwi.asp
Its not cheap; standard edition costs $449.00 retail.
Tekmaven
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cscgal
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InstallShield is just a company that makes installers. Wise is there biggest competitor. Wise installations are written with script more closely to VB, and InstallShield is written with script more closer to the c languages.
Wise does most things for you, InstallShield dosen't. In the end, it all just compiles to the same MSI format -> Microsoft Software Installer.
Tekmaven
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