What do you mean that you can't get a module to install? Can we get more information? Errors etc?

Have you copied the module into the base of your silverstripe install (i.e. copied a "uploadify" directory into "silverstripe_site" directory) and then run /dev/build on your web server? (for example http://localhost/silverstripe_site/dev/build)?

It's doesn't matter that you don't have a "dev/build" folder silverstripe uses URL rewriting so it always passes the url to main.php and the url is used as arguments to it. To see a full list of "dev" stuff goto yourstie.com/dev (you will need to login in).

As for the module, they normally come with build instructions - you can watch out for green lines in the results of a dev build, these show the first time something is added (other stuff is highlighted also).

Not often a module with download as "modulename-r943298" (or something) but if you browse the code you'll see that it might depend upon it being in a folder named "modulename" without the extra stuff. the module should have install instructions. See this for a nice info blast - http://vimeo.com/16842606 - it contains a fresh install of ss and a module.

Lastly this section is for installation of silverstripe, for any issues relating to modules I advise positing in the "All other modules" section.