It normally is - if its compatible. I dont think MSDN 2003 is compatible with VS6 though. At least it doesnt know how to interact with it. The MSDN library shipped with your VIsual Studio is (naturally) fully integrated unless you explicitly didn't install it when you installed VIsual Studio.
/Per
"It was a work of art, flawless, sublime. A triumph equaled only by its monumental failure."