Here's a couple of reviews of Fritz 6, but these reviews don't answer your question.
http://www.chessusa.com/fritz6.html
I'm sure this is possible to do in Fritz 6 somehow. Alas, I no longer have a copy of that old program. (And I don't wish to look for it and download it. I COULD find my old Fritz 8 CD and attempt to reinstall that program, since the method in 8 is probably the same as in 6, but I don't wish to do that either.)
Note that you MIGHT have to set up the position in a different program (WinBoard, for example) and then copy the FEN from that program and paste it into Fritz 6.
Have you considered upgrading? I'm pretty sure Fritz 6 doesn't support outside UCI engines. That feature came about later. The newer versions all support any UCI engine you choose, (Houdini, Stockfish, Rybka, Critter, etc.) in addition to a host of other new features.
I want to use Fritz 6 to analyze games that I input myself, and set up positions manually to play against the engine (for endgame training, for instance). For the moment, it seems I can only play complete games against the engine?
Any help most appreciated.