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D600 support was added in Lightroom 4.3, so 3.6 won't understand them.
You have 2 options:
1. Upgrade to LR4 (worth it anyway!!!!)
2. Use CS6 or the standalone DNG converter to convert the files to DNG format (older spec) which LR3 will then understand.
I'd go with the LR upgrade personally.
Will I lose any file information by converting to DNG?
You'd lose the ability to open the files in some other software that doesn't understand the DNG format (i.e. Nikon's own) but the image data would still be exactly the same, so there's no loss of quality. If you just use Adobe's software, it's not a problem. I personally choose to convert to DNG for a whole bunch of other reasons. If you're concerned, keep the NEF's as a separate backup.