The name of the file should be module_vmcategorymodule_x.zip. As of version 2.4 it is no longer necessary to uninstall the old version. To install the module take these steps:

1. Log in to the administrator back-end of Joomla
2. Click on Extensions → Install/Uninstall
3. Browse to your local file
4. Click on "Upload File & Install"

The module is now installed but not yet active. To activate the module take these steps:

1. Click on Extensions → Module Manager
2. Click on VmCategoryModule
3. Set Enabled to Yes
4. Click on Save

The installation is now complete.