I already answered your support thread and for your convanience I pasted my reply below:
I am not sure why your code is not working under IE6 - I prepared a sample demo based on it and tested it but unfortunately to no avail - the RadWindow shows as expected. I attached my test demo and a screenshot of the test for your reference. Please, examine them and let me know if I am doing something wrong. In case some modifcations are needed to reproduce the issue, please apply them and send the modified demo back to me along with detailed reproduction steps and explanations of the actual and the desired result and I iwll do my best.
On a side note, there was a problem with the set_contentElement method before. However, we believe that we have fixed it for the SP which is scheduled to be released today or tommorrow, I recdommend to test with this method which will save you code for manually inserting the child element to the content div.
the Telerik team