I'm no longer using 6.0.6, and would recommend upgrading to 6.0.7, as there were a lot of bug fixes between versions. Perhaps this was one of them. Certainly, with 6.0.7, I get your Vista result on both XP SP3 and Windows 7. And I know that Joel has only recently started writing the secure move code for Eraser 6.
Another possibility is that your XP installation has picked up the context menu entry from an earlier installation of Eraser 5. Either way, I suggest a full uninstall and installing 6.0.7. There's no secure move, but at least you know that's on its way.
David