Hi Aaradhana 

You will have to run command for neighbor R3 , not for R6 on  R4 . Because r4 is advertising routes to R3 of R6 . So , you have to run following command on R4 to modify next-hop --

R4(config)#router bgp 12345

R4(config-router)#neighbor 123.3.3.3  next-hop self

After that clear the BGP process with the following command ---

R4# clear ip bgp * soft

Hope it will be helpful.