Theme an "insert block" with a template?

I would like to theme an "insert block" with a template.
Theming works alright for "normal" blocks created by a selfmade module by using the template block--module.tpl.php.

After I insert these blocks in my node with -Insert Block-, the content of the block is shown alright, but the template does not work.
Is it possible to theme an inserted block with a template?

Hope you can help me out.

Erik