You can install Run.GPS on Windows Mobile 6 just like on WM6 or WM2003. But: the .NET Compact Framework is already installed. You don't need to install it manually. Therefore, answer 'no' when it comes to installing the .NET Framework.
Alternatively, you can install Run.GPS using the CAB file which does not include the .NET Framework. In this case, you have to copy the CAB file to your PDA and start installation from File Explorer.