It is not possible to create a VSL using VB6 directly.
However, it is possible to write a VSL using C, which calls an ActiveX DLL
written using VB6. This is the basis of Grahams VBVSL code and the original
Visio Corp's SaveIt code.
Grahams VBVSL is available via buying his book Visio 2002 Developers
Survival pack (a very useful book in my view!)
The SaveIt code seems to have been removed from the Visio downloads area
when Microsoft took over Visio (unless anyone else knows any different!).
My solution uses an adapted version of the SaveIt code.