Hello

This is posible, and in my opinion is one of the things that makes DotNetNuke so great.

Log into your site as host or admin

click on security roles on the admin menu (Note: this might be different on the new version of DotNetNuke.  I do not know I am still using 4 5 5)

You should be able to click on add new role, and add your role.

Then go into your users and add users to your new role.

Now you should be able to go into the settings of one of your modules.  You should see your new role in the list of roles, and you should be able to give your role admin rights to that module.

 hope this helps

Mike