Well, besides the fact that the kitserver folder needs to be in your main PES6 folder (so that there are 2 folders in there, "dat" and "kitserver") there shouldn't be alot more to it. Press setup, and "PES6.exe" should be displayed in the window. Should work fine.
Make sure you just copy the folder called kitserver into your C:\Program Files\Konami\Pro Evolution Soccer 6 directory the kitserver directory is inside another directory called kitserver 6 when you unzip it. So just copy the kitserver directory into the Pro evo directory not the containing folder called kitserver 6.