I  already installed my visual studio 2005 and  DotNetNuke_04.08.02_StarterKit.vsi but still I can't create a project module. there an error message promt. It says "the project type is not supportedby this installation".

I encountered this, too. You'll need to install the latest service pack for vs2005.

There were some quirks with this, too, for me. If you run into issues trying to install the SP, I can give you the links I found to resolve.

Sure. It may be easiest (if you haven't already done this) to download VS2005 SP1 from microsoft.com downloads. Then before you install, do the registry setting workaround in this article: http://support.microsoft.com/default.aspx/kb/925336

Once I successfully installed SP1, the DNN Module template worked perfectly.