As far as I can see this question is not yet answered and bug IDEA-15607 is still open. Even in RC4 (7343) I still get a popup when pointing to the IntelliJ installation folder as the IntelliJ SDK (see screenshot). I installed the exe which contained the bundled 1.6 jre.
I did read the posts of Martin Fuhrer but no official workaround from JetBrains yet.
So how does one create an IntelliJ SDK?