Now, to your question.
Open CMP in 2010, Click on "file". Click on "import content". Direct it to where the 2006 assets are located. Expect it to take quite awhile to complete.
Also, expect to have to correct errors to get assets to work in 2010. Out of approx. 50,000 assets I transferred, I had 3500 with errors. 90%+ were errors in the config files. Easily fixed with a text editor. IrfanView and some of PEV's programs will fix the rest. There are plenty of threads on the forum about fixing errors.
Stick with 2010. 2006 has plenty of its own problems. Have both installed on my system. Probably have not run 06 more than 5 time since installing 2010.
Doug