Check out Parrot as of r24315 or newer. Configure and build it:

$ perl Configure.pl
$ make
[download]

Build Perl 6:

Now build the new pbc_to_exe target. 'snifty:

With the shiny new pbc_to_exe utility, make the perl6 binary:

Now you have a perl6 binary that can run Perl 6 programs:

Caveats: you need to build a shared libparrot with dynamic loading (the default Parrot build, I believe). Also, for now, you can only run the Perl 6 binary from the root directory of a Parrot checkout. Both problems are solveable. (I think the binary will work against an installed Parrot, though I'm not sure we install the supporting PBCs appropriately yet.)

Update: Updated to match recent changes.