Theme and Module Integration

Hello all. I have been spending alot of time learning about Drupal and am currently implementing a golf score tracker module call GolfPal. My module will be implementing various new node types such as "Golf Course" and "Golf Score".

My question is probably simple. I want to enable some default theming as part of my module. In other words I want to override such things like theme_node_form in my module using phptemplate. I put the following code in my .module file:

function phptemplate_node_form($form) { 
	return _phptemplate_callback("node_form", array('form' => $form)); 	
}

And this hooks into the function BUT it looks for the node_form.tpl.php in my theme directory. I want to be able to keep these template files with my module. Is there a way to make this happen. I do see other modules implementing theme.php in the module directory but how they are getting that to execute is eluding me.

Any guidance would be greatly appreciated.

Thank you.