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EDIT 2

I created a new module, Atest_Module:

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./app/etc/modules/Atest_Module.xml

<?xml version="1.0" encoding="UTF-8"?>
<config>
    <modules>
        <atest_module>
            <active>true</active>
            <codePool>local</codePool>
        </atest_module>
    </modules>
</config>

./app/code/local/Atest/Module/etc/config.xml

<?xml version="1.0" encoding="UTF-8"?>
<!-- app/code/local/Atest/Module/etc/config.xml -->
<config>
    
    <global>
        <blocks>
            <atest_module>
                <class>Atest_Module_Block</class>
            </atest_module>
        </blocks>
        <helpers>
            <atest_module>
                <class>Atest_Module_Helper</class>
            </atest_module>
        </helpers>
        <models>
            <atest_module>
                <class>Atest_Module_Model</class>
            </atest_module>
        </models>
    </global>
    
    <frontend>
        <routers>
            <atest_module>
                <use>standard</use>
                <args>
                    <module>Atest_Module</module>
                    <frontName>atest</frontName>
                </args>
            </atest_module>
        </routers>
    </frontend>
    
</config>

./app/code/local/Atest/Module/controllers/IndexController.php