First, all modules are now called projects, and each of the DNN projects is available on thier own project download page.  After, registering on the DNN site, and loging in, go to the project of your choice and download the zip with the source.

Before loading this zip into your local DNN site, open it up and look for a file with a file extension name of .resources.  Extract that file to a folder, use a seperate folder to keep track of the files unzipped.  Rename the file to module.zip, and open it.  In this file, you'll see all of the source vb files. 

There are easy methods to get to it, but I illustrated one that would work for most folks.  For example, the NewsFeeds_3_1.Source.zip contains a file named, DNN_NewsFeeds.resources.  This is actually a zip file, so you can extracted it directly, choosing your favorite file decompression software to do it.

Once you have the source, remember that most projects are still being built using DNNv3.x with VS2003, so if you want to make mods, you'll need to use the appropriate methods to re-compile and deploy it.  The good news is that these dlls can be used with DNNv4.0.

Hope that helps you out.

Cheers