A six digit number with no decimals is always treated as a date with no time when using Date/Time Formats.
The only way I can think of is to use the Worksheet's Change Event to pull the number out and use VBA's string manipulation functions on it
This goes in the Worksheet's code page
Option Explicit
Private Sub Worksheet_Change(ByVal Target As Range)
Dim cel As Range
If Not Target.Column = 4 Then Exit Sub
For Each cel In Target
cel.Text = Left(cel, 2) & ":" & Mid(cel, 3, 2) & "." & Right(cel, 2)
Next cel
End Sub