Thank you all for the help, we can now start using ROOTv6. As summary: (please add this to the ROOT documentation)
With ROOTv5 it was possible to build self-contained executables (all the dictionary stuff was linked into the executable itself, no external files required to run). With ROOTv6 this is impossible: executables require access to rdict.pcm and c++ .h files from the same build. If the c++ .h files are updated or the rdict.pcm files are regenerated, existing executables will stop working. In addition, following environment variables must be set, otherwise ROOTv6 will fail to load these required files and the executable will not run correctly:
a) rdict.pcm files are searched through LD_LIBRARY_PATH
b) c++ .h files are searched though ROOT_INCLUDE_PATH
K.O.