Install .ko module file into ubuntu

http://www.cyberciti.biz/faq/linux-how-to-load-a-kernel-module-automatically-at-boot-time/

http://stackoverflow.com/questions/19992731/how-to-install-ko-file-module

add a line to /etc/modules for your module (without .ko)
copy the module file to /lib/modules/
do

sudo depmod -a
reboot and it worked for me on Ubuntu 12.04

for example:
Built sg.ko yourself.

modify /etc/modules
add this line:
sg

cp sg.ko to /lib/modules/

sudo depmod -a

THEN reboot