Transmission Grinding: Am I doing something wrong?

I'm currently running a Koup SX 6 speed and here is my problem. Whenever I do a 3 - 6 shift my transmission grinds, in fact, if I do a 4 - 6 shift, my transmission grinds. So I'm wondering, am I not supposed to be shifting from third to sixth (say accelerating onto the highway then shifting into 6th to cruise)? I was always under the impression that this was okay. Does anybody else's transmission grind when doing this or should I get it checked by the dealer?