Just bought 85 feet of romex #6/3 and 1" pvc conduit and was going to run from my house to a sub panel in my shed. Now I hear that's not the way have any sugestions?
Guess I should have researched before buying materials.

Unfortunately true. You could use UF in conduit-code is not too clear on that-but Romex is not permitted.

The reason why MN cable is not allowed in conduit to go across a yard is because it is outside and even though the cable will be in conduit, NM is not listed for a "Wet" area. The inside of buried conduit is considered to be a wet location.

A better solution would be to use THWN conductors.

In addition to the other comments, you would need 4 wires run to that sub-panel. A ground wire must be run as well.