Yup, you sure can. I have the 6600 and I use big cones all the time.
I put the largest spool caps on the base of the spool pins like platforms, so they don't wobble as much. I know you can get thicker pins for large cones but I never have bothered. The cone tends to rock a little bit sometimes but it doesn't seem to harm anything - stitches still come out beautifully and I don't get any breakage, etc.
If that doesn't seem to work for you and you don't have a cone holder, drop the cone into a can behind your machine and thread it normally. That metal arm that the thread goes through first is essentially the same as the top of a cone holder so you should be able to get away with that.