The <!-- [modules] --> command is required. In the Nuke CMSs the module is not really called by the CMS, the module actually calls the CMS and theme (which is your site). The way to accomplish what you want is to have a blank or dummy module that is set as your start page. There is one floating around called pnHome, or you can create on in the following manner:
Create modules/Home/index.php containing:
<?php
include("header.php");
include("footer.php");
?>
Go to administration -> settings and set Home as your start page module.
Voila!
HTH
-ShawnTemplate courtesy of Designs By Darren.