I have recently used the dnnPanel along with the HTML Module and have had unexpected results.
The dnnPanel works Only when the user has a successful login or the UnAuthenticated user is granted 'Edit' permission to the page.

With DNN 6.2.5 and using the pattern describe found herehttp://uxguide.dnnsoftware.com/UIPatterns/Panels.aspx
These are the steps I have followed;
Open a HTML module in Manage mode,
Settings>Advanced Settings - Added the jQuery Script to the Header
Manage> Edit Content>
Added the Markup to the Editor in HTML mode
Save to Publish.
Checked the rendered control and the panel function and expected..

Logged out and return to the 'page' as a visitor and the dnnPanel is frozen open and F12 suggested the .dnnPanel does not exist.

What have i missed doing? Any suggestions are appreciated.