In Struts you can define different interceptor stacks and apply different stacks to different actions.
So in your situation you can define a different stack like this:
<interceptors>
<interceptor name="myInterceptor" class="com.company.security.MyInterceptor"/>
<interceptor-stack name="myStack">
<interceptor-ref name="myInterceptor"/>
<interceptor-ref name="defaultStack"/>
</interceptor-stack>
</interceptors>
And, using wildcard mappings, the configuration bellow is essentially "map all actions named ModuleSomething to a class com.acme.web.actions.ModuleSometing, and apply myStack of interceptors to it:
<action name="Module*" class="com.acme.web.actions.Module{1}">
<result>{1}.jsp</result>
<interceptor-ref name="myStack"/>
</action>