>module load msjava/sunjdk/1.5.0 works on the command line but fails with:
>module: command not found
when used in make, bash, etc script files.

This is because the module enviroment has not been loaded, as it is for a normal user session.

try adding some thing similar to this before your module load call:

. /usr/share/modules/init/bash
module load msjava/sunjdk/1.5.0

Morgan