DWG drawings from AutoCAD Mechanical 2004 DX are not backwards compatible with versions Mechanical 2004 and 6, nor drawings from Mechanical 2005, 2006, 2007, 2008, 2009 are not downwards compatible. Do not use the Open/Save settings in the Options dialog.
When opening in the 2004 version, the browser tree will be disabled and the drawing could not be saved.

To export drawings to an older DWG format you can use the options "AutoCAD Mechanical XXXX" in the Save As command, or type in directly the command AMSAVEASACADM6, or in the version 2005 AMSAVEASACADM2004DX or AMSAVEASACADM2004, or in the higher versions the commands AMSAVEASACADM2005, AMSAVEASACADM2006, AMSAVEASACADM2007