It should be as easy for you as the instructions below. It's good to have OS 1.3 loaded if you don't already.
Setup:
1. In the Globals, make sure MIDI Out is set to MIDI DIN, not USB
2. Connect a MIDI cable from the main MIDI Out of the Pro to to the MIDI In of the Prophet 6
3. Ensure that the Prophet 6 is set to receive MIDI on Channel 1
Execution:
1. Start with the Basic Program for the sake of example (shortcut: LATCH1 + HOLD)
2. Press SEQUENCER to enable the sequencer
3. Press RECORD and play 16 notes from the keyboard
4. Hold TRACK SELECT, use Soft Button 2 to initiate the copy, and then press sequencer Step 2 to copy Track 1 to Track 2
5. Continue holding TRACK SELECT, use Soft Knob 4 to set Track 2's destination to "Out1 Ch1", use Soft Knob 3 to set all steps in the track to a non-zero value
6. Release TRACK Select and press PLAY