I have been looking for the same answer for a while abd i eventually find the following ideas / ressources:
1/ First of all, you have to know that tou can't use a form in an HTML Module, it is not possible: you shoudl better use a third party module (i suggest XMOD form www.dnndev.com it's easy to use, well documented and very affordable)
2/ you can use the following trick that will do the job:
Create your SF form in a HTML file, upload it in a folder HTML on DNN File Manager, Put the iframe module on the page where you want the form to appear and point to your HTML file from the IFRAME. You will need to specify the CSS File you want to use in the HTML, as he won´t of course take DNN one's (jut point to Dnn's one)
3/ you have some extra ressource in the following links:
http://www.dnncreative.com/Forum/tabid/88/forumid/4/postid/1762/view/topic/Default.aspx: this thread is about PayPal integration, but this the same problem as ours: using a form in HTML to post a form to a 3d party site.
I have not yet tested that trick but will have to try it in the short term.
4/ there were a 3d party module on www.snowcovered.com, but it doesn´t look up to date
5/ you have as well a few posts on Salesforce forums.
Tell me if you find something else