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Instead of allowing users to simply select a module to be displayed on all pages, why not give them a multi-select drop down so they can select the precise pages on which to copy the desired module?
See this blog post for more details: Optimizing The DotNetNuke Module Display Options
DNN provides a suite of solutions for creating rich, rewarding online experiences for customers, partners and employees. DNN products and technology are the foundation for 750,000+ websites worldwide. In addition to our commercial CMS and social community solutions, DNN is the steward of the DotNetNuke Open Source Project.