I need to deploy a Sql CLR assembly with my Module, while the Module is being installed.

The point is that it needs to be done before the database scripts are executed, as some of the data types used in the scripts are actually CLR types, that are defined in the assembly.

Can somebody guide me where & how to do it???

I found out a solution for this (with some help from MSDN forums). You can check it out here:

http://forums.microsoft.com/msdn/ShowPost.aspx?PostID=3417150&SiteID=1

Basically, you would need to write T-Sql code in your DataProvider file to upload the assembly to the database, before you do anything that references that assembly members.