Yeah, try the above steps, and if it doesn't work, PM me your serial number and I'll forward that to the engineers tomorrow morning. I'm not familiar off-hand with Error 006, so I'll have some brains to pick before I can get back to you on it.
C. Shawn Smith
FWIW: I tried everything suggested here but a factory reset, which I was hesitant to do because of fear of losing my Angry Birds progress. Finally after trying wireless instead of Ethernet, turning router firewall off, etc, I ran the Roku directly to my cable modem bypassing the router. It then updated fine. Apparently something in the router is preventing Roku from updating. Note that I have never had any other problem streaming, the only problem I have ever had is the update..
All is fine now.