Hi,
I just did a search on ebay for "4mmx6mm coupler" and it came up with a cnc flexible coupler - most probably exactly what you wanted.
The alternative is to get a spider or lovejoy coupler where one piece is the 4mm bore and the other is the 6mm bore. Try TEA Transmissions at
http://www.tea.net.au/welcome.aspx?mid=7
TEA also have a helix coupler which is 4mm to 6mm - model "WKAS 1922 04/06" which is probably exactly what you need (and similar to the ebay one), but I have never bought from them, so don't know if they have minimum orders or such.
A colleague at work gave me a few sample spider coupling pieces and these look quite easy to make if you have a lathe and a mill.
-John