I don't know what was meant in your email, you can't copy series links from V6 to 360, and you will lose any recordings you already have. I think 360 now has all the series links options except for across channels, if you set a series link it is for that channel only.
Also you can only set your series links when the series appears on the TV guide, so you need to make a note of your series links.
The 360 doesn't have the series link management option like the V6.