I did IR tranfer from my old Handspring Palm device to the Z6K. It is working fairly for most of the stuff, but there is still some data I was unable to transfer due to some unknown problem with the IR which after sometime doesn't work anymore. Lost synchronization, signal or something like that. I needed to transfer my stuff in small chunks rather than reason size blocks. In theory, it should have been possible to transfer addresses from the addressbook by categories, in practice I had to transfer each address once at a time.
The conversion programs existing for .pdb files won't work for the Z6K since they convert from .pdb to XML and Z6K doesn't use this format anymore, it is using the DTM databases format instead. I am not aware of a conversion tool from .pdb to DTM or XML to DTM.
You will find some old stuff in the FAQ or HOWTO about beam transfer. Basically, just beam receive on the Z.