lsxcommand is the module you want, I believe. You will need to put it into your theme.rc, like so:
*NetLoadModule lsxcommand-1.9.2
Down near the bottom of your theme.rc, some config files should be specified (like this):
include "$ConfigDir$base.rc"
In that config file, you need to specify various things, such as where you want the lsxcommand box to be, its color, what words it displays etc. etc. Mine looks like this:
CommandTime "lsxcommand"
CommandNotMoveable true
CommandContextMenuAboveBox true
CommandX 0
CommandY -$FontSize$
CommandHeight $FontSize$
CommandWidth $FontSize*6+FontSize/2$
CommandBorderSize 0
CommandTextSize $FontSize$
CommandTextFontFace $FontFace$
colorRGB true
CommandBGColor $BGColor$
CommandTextColor $FGColor$
CommandBorderColor $BGColor$
The next time you download a theme, and some of the modules don't work (because, for instance, NetLoadModule can't find it) make sure that the author didn't do something stupid- like specify 'geekamp' when they meant 'geekamp-1.9.7'. Because, you see, there is no 'geekamp', only a 'geekamp-1.9.7', 1.9.6, 1.9.5 etc., etc., etc. And you'll have to go in and add a version number, its a pain, I know. Generally you can just use one that you already have on your harddisk, if it seems to work badly, update the version =).
(If all of this seems to be a bit editing intensive, don't worry- if you aren't making themes, it doesn't come up that often)