Source Code
The source code of all modules is not included inside DNN download, even if you download the DNN Source Release.
Each module has its own source package; you can download them at the downloadpages of each project. Each module is a zip file. Inside the source file is a .rescource file which is a renamed zip archive too. You may rename it back to .zip and deflat it.
Normally you will install the source module on a DNN3.x portal. During the installation the .resource file gets unzipped and you are ready to develop using VS2003.
You must not install a source module on DNN4.x. This would result in a not working DNN installation.
Building modules under DNN4.x / ASP.NET 2.0
You will need a DNN 3.x and a DNN4.x installation. Install your desired source module at DNN3.x. Download the DotNetNuke 4.3.3 Module Upgrade Wizard and run it. Choose your dnn3.x installation, it will llist up all installed source modules. Select the desired one and upgrade it to your DNN4.x installation. Afterwards you must remove the old DotNetNuke.Modules.UpgradedModule.dll and the DotNetNuke.Modules.UpgradedModule.SqlProvider.dll out of the dnn4 bin folder.
Now you are ready to tune your module using VWD or even notepad.
The future
I will bet that every module will be upgraded to a DNN4.x / ASP.NET2.0 source module in the next months.