I think you are trying to load the existing actions into PS CS6 but you are not able to do so.
There are two ways to do so. One using the Open With dialog box or from within PS CS6 itself. I'll prefer the PS method. For that let's follow the below steps.
> Open PS CS6.
> Go To Actions Panel(Window Menu->Actions or Alt+F9)
> Click on the Property box present at the Right top cornet of that panel.
> Select Load Actions and locate your .atn file
> Hit Load and you will see that action into the Action Panel.
Please feel free to respond to this thread if you have any questions about the steps listed. If you could also respond with the specific error message you receive, It would be appreciated.
[Moved the discussion to Photoshop Forum]
An easy way to load all your action sets is to display the folder they are saved in with a file explorer. Select all your Action sets and drag and drop them onto Photoshop. Its Shortcut or its window or onto the action palette.
With CS6 byou can migrate presets from prior versions of Photoshop.