Paul at Modaco has made a custom ROM in which he has integrated IE mobile 6. Though Microsoft said that the IE mobile 6 won’t be available as separate download for the current devices, ROM cookers have found ways of streamlining it inside the ROM itself.
And since this is a ROM upgrade, it will wipe out all of your current data. So, make sure that you do a backup before doing the upgrade.
Go to this modaco thread for download details
Read IE mobile 6 review (on a HTC TOUCH DIAMOND)