In recent years, several authors have used probabilistic graphical models to learn expression modules and their regulatory programs from gene expression data. Despite the demonstrated success of such algorithms in uncovering biologically relevant regulatory relations, further developments in the area are hampered by a lack of tools to compare the performance of alternative module network learning strategies. Here, we demonstrate the use of the synthetic data generator SynTReN for the purpose of testing and comparing module network learning algorithms. We introduce a software package for learning module networks, called LeMoNe, which incorporates a novel strategy for learning regulatory programs. Novelties include the use of a bottom-up Bayesian hierarchical clustering to construct the regulatory programs, and the use of a conditional entropy measure to assign regulators to the regulation program nodes. Using SynTReN data, we test the performance of LeMoNe in a completely controlled situation and assess the effect of the methodological changes we made with respect to an existing software package, namely Genomica. Additionally, we assess the effect of various parameters, such as the size of the data set and the amount of noise, on the inference performance.