Arnoldas -
Good idea on the video, that really made things clear. Instead of making a disk group (DG) of three, then making a second DG of three drives, what you need to do is:
Add drives 1 and 2, accept DG
Add drives 3 and 4, accept DG
Add drives 5 and 6, accept DG
You should now have three groups of two drives (instead of two groups of three drives), and can make a RAID 10.