Despite the fact that Magento has the <version> inside of it’s config files (with the exception of a newer mysql install file e.g. mysql4-install-1.1.0.php), it doesn’t check this and reload a new module when installed. If you need to reload the module and database setup then go to the database table core_resource.

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+-------------------------+---------+
| code                    | version |
+-------------------------+---------+
| consignment_setup       | 1.0.0   | 
| etc ...                 |   ...   | 
+-------------------------+---------+
mysql>

Then clear Magento’s cache.

Always make sure to change the version of your install script before deploying. But while developing it is easier to drop the record from core_resource.