Use the command line tool to create your modules
zf create module mymodule
open application/configs/application.ini
add the following lines to the end of production section of the configration file
resources.frontController.moduleDirectory = APPLICATION_PATH "/modules" resources.modules[] = ""
And it should be working now
You may need to create the controllers for your new modules use the following Zend_Tools syntax
zf create controller ControllerName index-action-included=1 mymodule