Just change the windows style in your INS to WS_EX_TOPMOST, and it will run on top of the FS window (and all others).
I don't think VB6 can be used to make a module dll or gauge. If you look at the gauge SDK, you will see that it is all straight C. I don't think VB lets you make low level calls that gauges/modules need to make.
If a module has the correct exports: "ImportTable" and "Linkage", FS will load it and DllMain will be called with dwreason = DLL_PROCESS_ATTACH.
Then your module has to hook into FS's winproc, add itself to the menu, and do it's stuff when selected. It is very difficult to get a 3rd party window to work correctly as a child of FS2002. The previous developers of squawkbox were unable to get it to work that way. Pete is right. I don't think you want or need to mess with this.
A gauge and module share the same export structure, but the simularity ends there. You can't rename one and expect it to function as the other.