Tom,
Converting special pages or creating special functionality in a DotNetNuke environment isn't as difficult as it might seem at first glance.
If you are building pages that interact minimally with the DotNetNuke framework, but included functions and access to other database, then turning them into DotNetNuke modules isn't a big issue at all. Add to that the fact that you can take advantage of the DotNetNuke-provided services like authentication, skinning, etc. and you're on your way. If you aren't going to take advantage of DotNetNuke's offerings, it's almost as easy as editing a few lines in the page and codebehind file to inherit from the DotNetNuke module classes.
Take a look at stockcentral.com. Virtually all of the "tools" and "data" pages are adaptations of other functionality into DotNetNuke. We do need to go back and make a couple of them more "compliant" with the DotNetNuke architecture, but you probably can't tell.
Spend a little time with Michael Washinton's tutorials, and you're well on your way!