If you are using moodle 1.9 then you can add items to the gradebook without any assignment or other module - in the gradebook look for the Edit - Categories and Items.
If moodle 1.8 then you have a choice, you can create an 'offline' assignment or install the gradebook plus patch which allows you to create graded items that are not linked to assignments etc.
HTH
Dave
Gradebook
Specialized Grading
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