Using resistors is an option as long as the current on the 0V rail is very small. If, however, you are going to drive e.g. an amplifier, you need a more powerful solution as *steve* suggested.
Can you post the model of this power supply? While it shows only a single readout for voltage, it still could be a dual supply. Otherwise I see no reason for the GND socket.
You can make a simple measurement: set the power supply to 6 V. Measure from "-" to GND, from "+" to GND. If the first measurement gives -6 V and the second measuremnet gives +6 V, then it is a dual supply. If the measurements give +-3 V, then it is a single supply (In that case I'm wondering what to do with the GND socket).
Harald