もしかして、やりたいのはこういうことか?

Sub Test_Open()
  Dim a As Integer
  Dim strFilePath As String
  Dim i As Integer
  strFilePath = ActiveWorkbook.Path & "\data.bin"
  Open strFilePath For Binary As #1
  For i = 1 To 6
    a = Val("&H" & Cells(i, 1).Text)
    Put #1, , a
  Next
  Close #1
End Sub