Let me expand on Majenko's answer. First, an example. Get 3 330 ohm resistors. Connect pin 17 to +6 volts. Now, with one end of a resistor connected to your 6 volt -, touch the other end to pin 9. You should get a solid red. Now touch the end of the resistor to 28: you should get a solid yellow. And touching the end to 1 should give you a solid blue. Now connect another resistor to 6 volt -. If you simultaneously apply one resistor to pin 1, and the other to pin 9, and you should get magenta. Likewise, if you connect pins 28 and 1 (one resistor to each pin) you should get green. Pins 9 and 28 should give you orange, and if you add a third resistor to the setup, connecting all 3 should give you white (more or less).
For 6 volts, 150 ohms should be the smallest resistance you use on green and blue, and 200 ohms on red. If you're going to use a pot, it is best if you connect a 200 ohm resistor in series with it, just so you don't accidentally crank down the resistance too much.
And how do you get the resistances? Look at the data sheet. All the LEDs are rated for a maximum of 20 mA. With 6 volts, you subtract the LED voltage (1.9, 3, and 3 volts for R, G, and B), to get the voltage across the resistor, then divide by .020 (20 mA) tog get the resistance. The is the classic use of V = iR, or in this case R = V/i.