Drupal 7 hook_theme() not loading template file
Try implementing hook_theme_registry_alter() in your module

function sectionheader_theme_registry_alter(&$theme_registry) {

  //register a template 
  $theme_registry['sectionheader'] = array(
    'template' => drupal_get_path('module', 'sectionheader').'/sectionheader',
    'type' => 'module',
  );
}

http://api.drupal.org/api/drupal/modules--system--system.api.php/function/hook_theme_registry_alter/7