I have debugged it and noticed that when it gets to Library\Components\Skins\Skin.vb, line 673, 'MessagePlaceHolder' Is Nothing, so the message doesn't get added... See code below.

Is the MessagePlaceHolder something I have to add to my module? If so, how do I do that? 

Public Shared Sub AddModuleMessage(ByVal objPortalModuleBase As Entities.Modules.PortalModuleBase, ByVal Heading As String, ByVal Message As String, ByVal objModuleMessageType As UI.Skins.Controls.ModuleMessage.ModuleMessageType)
If Not objPortalModuleBase Is Nothing Then
If Message <> "" Then
Dim MessagePlaceHolder As PlaceHolder = CType(objPortalModuleBase.Parent.FindControl("MessagePlaceHolder"), PlaceHolder)
If Not MessagePlaceHolder Is Nothing Then
MessagePlaceHolder.Visible = True
Dim objModuleMessage As UI.Skins.Controls.ModuleMessage
objModuleMessage = GetModuleMessageControl(Heading, Message, objModuleMessageType)
MessagePlaceHolder.Controls.Add(objModuleMessage)
'CType(objPortalModuleBase.Page, CDefault).ScrollToControl(MessagePlaceHolder.Parent) 'scroll to error message
End If
End If
End If
End Sub