Step 1: Getting cables.
I'm 99% sure you'll need a *Twin 1/4" jack to Single Stereo Minijack* cable. Simply go to your local audio shop (anywhere they sell stereos/music equipment) and tell them what you need. If they don't have 'em they get 'em for you.
Step 2: Hooking it all up.
Plug the 1/4" jacks into the Stereo Outs on the 606. Plug the Minijack into the line-in on your comp. If your comp has no line-in, the microphone input will do in a pinch.
Make sure the input is not muted on the computer (control panel on PC).
Step 3: Recording.
Make sure everything is plugged in. Load Audacity. Hit record (the red circle button). Hit play on the 606. Hit stop on the 606 when finished. Hit stop in Audacity. Trim the sample in Audacity. Save as a Wav.
It's as easy as that.
As for loading samples into the 606, the manual actually explains how to do it really well (one of the few things the manual does explain well!).
When it comes to using the manual to learn something, make sure you actually DO the step it tells you to do. Have the manual beside the 606 and follow each step fully before going on to the next one. In this way you will successfully learn each step by DOING it instead of just reading about it