As with earlier previews of IE9, the latest Platform Preview 6 release is totally chromeless (there's no shiny user interface, just a floating window). Microsoft sent along instructions last week on how to turn on GUI in PP6.
First, you'll need to download and install both IE9 Beta and PP6 if you haven't already. Once done, follow these remaining steps. Once that's done, just double-click the iexplore.exe in your new desktop folder, and PP6 will load with the full IE9 interface.
Here're the steps: