Right click the modules folder and choose Add > Add New Item, then choose Web User Control and name it Whatever.ascx
If you don't see the option for Web User Control you need to follow the instructions here:
http://pluralsight.com/wiki/default.aspx/Fritz.AspNetWithoutWebProjectsOpen the code behind file Whatever.ascx.cs and where you see your class declared like this:
public class Whatever: System.Web.UI.UserControl
changes it to this:
public class Whatever: mojoPortal.Web.SiteModuleControl
put in something simple like some text for a start then Build it
now open the site in a browser and go to Admin > Feature Modules and add a new feature
put in the Control Source: Modules/Whatever.ascx and give it a Feature Name.
add your new module to a page and you should see your text
now go back to your new module and develop the custom logic you need.
If you need your module to link to some other pages for editing, create new pages in the root of the web by right clicking the folder Add> Add New Item > Web Form
you can link to your pages from within the module passing any paramters as needed.
Study the Links module Links.ascx and its relation to LinksEdit.aspx for more info. Notice that the ModuleTitleControl in the modules usually links to an edit page.
Hope that helps, I really don't have time to write a good tutorial any time soon.
Joe