You'll need a GPS library to parse the NMEA sentences from the ublox NEO-6M device. Comparisons of the 4 major libraries can be found here (performance), here (RAM usage) and here (program size).
Regardless of which library you use, be sure to read the suggestions on the Installation and Troubleshooting pages.
Avoid the String class (use C strings, aka char arrays) and calling delay; this will get you started on a good path.
Cheers,
/dev