Under the "Some or all templates are in a directory in my plugins directory." option, there is a help link. The help that comes up reads as follows:
All customized templates should be in a folder in your wordpress theme.
The files should be in the following structure:
%theme_directory%/aWP/%module_name%/%template_file%.php
This is the correct help for a different option, but not this one.
Can anybody tell me where I should locate my modules in the Plugins directory?