We are not aware of specific non trivial options in IE6 that block streaming. Some of them could also depend on the specific application, rather than on the general Lightstreamer framework.

In any case, try to check the "Navigate sub-frames ..." parameter under the Security Settings pane. I include an image for clarity:
Click image for larger version.  Name: ie6_options.png  Views: 1572  Size: 9.2 KB  ID: 12