Next step in the analysis of comethylation modules is Gene Ontology to see if they make any functional sense. Illumina HumanMethylation27k platform has Bioconductor annotation package HumanIlluminaMethylation27k.db which maps CpGs to the nearest gene (based on NCBI 36, hg18 build) and provides annotation (Entrez Gene ID, RefSeq, GO etc.) I used this package together with GOstats package to obtain GO information. Since I find molecular function more informative, I retrieved this information. Later Xia suggested to included BP, CC and KEGG pathways and for each module select only top 5 the most enriched categories. I have kept results for both calculations. Sweave file shows the process for the first analysis only. The final R function I wrote extracts everything: MF, BP, CC and KEGG.
Final conclusion: modules show meaningful GO ontology enrichment. Need to find a way to summarize it.