You may find it preferable to upgrade from a Microsoft SQL Server 6.0 installation to a Microsoft SQL Server 6.5 installation rather than installing a new SQL Server 6.5 system. Upgrading preserves the databases that you built on your SQL Server 6.0 installation.
The MS DTC is automatically added to your system when you choose the Upgrade SQL Server option in the setup program. For details, including discussion of post-upgrade configuration tasks you may need to perform, see What's New in SQL Server 6.5 and Microsoft SQL Server Setup.