the first CD is bootable into a text installer and contains the base system

CD's 2 & 3 contain extra stuff (KDE for example)

CD's 4 - 6 are the source CD's, so you don't really need them

You can get a base slackware install using the first CD only

You may be better off with Arch Linux - it's a more modern approach to Linux
Slackware has no dependency resolution in it's package manager, for example