check out michael washingtons site: http://www.adefwebserver.com/DotNetNukeHELP/

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In addition to Michael's excellent resources if you want a jump start into building modules you may want to look at DNN Module Builder from http://www.socani.org/ or DNN KickStart from http://www.frentonline.com/Products/DNNKickStart/tabid/123/Default.aspx. Both offer "quickstart" module building for modules based from a data structure. For example of you need to create a module that maintains a list (ignoring you can do much of that with the User Defined Table module) you can create the data structure in either of those tools and they will generate a ready to install module that maintains that table. You can then use that module as a starting point for customization.

Personally I think DNNKickstart does a better job of creating modules that are easier to customize if you have ASP.NET skills, but DNN Module Builder does produce modules with more initial functionality.