Dilon,
I believe the DNN installation only supports one script file per version. Most of the time a modules CREATE TABLE/SPROC/VIEW script is in its first version, ie: 01.00.00. Then subsequent scripts will have alter table scripts or whatever is needed to change for that version. This is good practice because it allows you to manage your versioning. Also your scripts should be re-runnable in case the installation is repaired. Therefore your CREATE statements should be prefaced with IF EXISTS statements.
That being said, if you want to break out your scripts, you can set the package version to 01.00.00.
IE:
<package name="Module.Name" type="Module" version="00.01.00">
Then version your scripts differently, ie: "00.00.01", "00.00.02", "00.00.03", etc. DNN will run all scripts whose version is less than or equal to the package version number. It will also run them in version number order.