Hello, I'm gonna answer you for the nx4 and ansys 11.
if the system has not changed it works like this:
After installing ansys, a menu appears within nx that allows you to launch ansys with already video the same model you uploaded to nx. I think you need a special license. If you want then I will explain the technicians of the custom_dirs...(if it exists in nx6)
I don't know the way to neutral formats.