For a module to be added to a page, it has to be added to a pane. The presence of this pane is dependent on the selected theme layout. For example, in the default theme (Cavalier), there is no pane in the Header/footer section, so a custom pane needs to be created.
To add an HTML Module to the header or footer of the skin, you will need to modify the main.ascx file and also modify the style in the skin.css file. The modification involves adding an
id (must be unique to only that element) and also adding
runat="server" to the element.
You can also choose to use a third party theme that has a layout that is convenient for the customer.
Before modifying the ascx file.
After modifying the ascx file.
Header section after the changes have been made. (Make sure to clear browser cache and recycle app pool)
Adding a module (HTML Pro)
If you would like to create your own theme and edit the header and footers, you will need to take a look at this supporting Theme Layout KB, it will give more insight into how to make any section of your theme into a pane.