What in fact the guide says is to move your skins and module a new install of DNN 4. This is not as easy as it sounds, hence the word "trickier". Most people will have a source install for development and not for production. So it makes sense.

Skins are rather easy as their are just directories and files. just copy them.  The same is true for containers.

For the modules:

1. Copy the tables and data between db's (unless they reference a different core schema that has changed, you should be fine)
2. Move the module files and dlls manually
3. Use the Module Defintions>Add New Module Definition>Module Manifest feature that installs the module using your dnn file.

To continue developing those modules you will need to study the new proposed approaches and decide which one is best. There's a module migration wizard for one of the methods. It's available from the downloads page.