Well, as far as windows goes, modules are pretty obscure formats. I mean, yeah, winamp supports them, and VLC likely does too, but aside from that, most music players don't support module files. Hell, most module writers actually write their music on the computer that the original module trackers was developed for.
I applaud the unreal team for using modules, because they're a great way to store music that sounds good in a small amount of space. If you use 16 bit samples, you can make some amazing stuff with modules. However, if you don't have any good samples or instruments, it sounds a lot worse... I'd say find a site with better sounding samples, and make those tweaks, then it'll sound a lot better. Also, try to get a piano sample that doesn't sound exactly like the general midi sound...