I realize that you posted this question a few months ago, but I'm wondering if you solved this yet.
If not, I just completed an article that may help answer some of your questions. I've designed a board using PCI Express External Cabling for a Virtex-5 LX110T, but it should be applicable to the Virtex-6 as well.
If you have successfully completed your design, I would like to compare notes and see what mught be different for the Virtex-6.
I see this question pop up from time-to-time which is why I published this article: