Hello and welcome!!
You are doing nothing wrong. ExtractModule is not in the LoadModule.lha archive from Aminet. What you can do is download util/boot/PatchRam.lha from Aminet. It contains the ExtractModule file as can be seen
here.
I don't know if ExtractModule is available in a distribution of its own. I got it from that archive.
Regards,
Efrén