I'm not aware of any conditional IE constructs other than those given in an HTML comment. To insert comments in XSL, you use <xsl:comment>:
<xsl:comment><![CDATA[[if IE 6]>
Special instructions for IE 6 here
There is a specific reason why the CDATA follows the <xsl:comment on the same line here. IE does not recognize these comments unless the characters <!--[if IE 6]> are contiguous on a single line. The remaining portions, including the endif, can apparently be spread out onto succeeding lines.
However, since you cannot put an HTML comment in the middle of a tag, as you were trying to do. Therefore, you will have to provide alternate versions of the entire <a> tag: