The "Pre-2010 versions..." box was checked when installing (and VAX is working in VS 2003).
Here is the contents of "C:\Program Files (x86)\Visual Assist"
Directory of C:\Program Files (x86)\Visual Assist
06/20/2016 10:59 PM <DIR> .
06/20/2016 10:59 PM <DIR> ..
06/20/2016 10:59 PM <DIR> 1033
06/20/2016 10:59 PM <DIR> about
04/01/2014 12:12 AM <DIR> AutoText
04/01/2014 12:12 AM <DIR> Dict
08/19/2015 11:38 AM 8,179 LICENSE.TXT
04/01/2014 12:12 AM <DIR> Misc
06/20/2016 10:47 PM <DIR> OptionsHelp
09/24/2013 09:43 PM 311,808 SciLexer.dll
06/20/2016 10:59 PM <DIR> TipOfTheDay
06/20/2016 10:59 PM 107,008 uninstall.exe
06/20/2016 10:59 PM 106,400 uninstall.ini
06/02/2016 12:05 PM 152,064 VANetObjMD.dll
06/02/2016 12:06 PM 2,708,480 VAOpsWin.dll
06/02/2016 12:06 PM 403,968 VaPkg.dll
06/02/2016 12:06 PM 2,166,272 VAssist.dll
06/02/2016 12:06 PM 312,320 VAssistNET.dll
06/02/2016 12:06 PM 2,392,576 VATE.dll
06/02/2016 12:09 PM 9,103,160 VA_X.dll
11 File(s) 17,772,235 bytes
And I'm launching VC6 via the start menu shortcut which is a link to:
"C:\Program Files (x86)\Microsoft Visual Studio\Common\MSDev98\Bin\MSDEV.EXE".