The Module Action buttons doesn't redirect directly to a page. A postBack is called by example :

__doPostBack('dnn$ctr383$dnnACTIONBUTTON1$lnk0','')

You can catch the postback target here. This is for the lazy method.

Now the Module Action buttons are defined in the module container skin. You can make your own skin and add the required controles and code to perform that action. I know the container skin is not designed to get functionality from the module, so if you don't want to change the skin, you can still add controls from your module on the parent control and add some event on it. Personnally I didn't tryed to see what will happen... But it should work.

this.Parent, is maybe not enough to get the Skin container from your module. You need to get all parents till you get the container. Typically the parent control of the module will be the content Panel of the container skin.   Like here below as found in the DNNblue.container . You need to get this.Parent.Parent to have an instance of the container skin in our example.

<TD id="ContentPane" runat="server" align="center"></TD>

Just be sure that controls are created on the Onload event of the control.