LuaJIT:
git clone
make
make install

Lua: source

curl -R -O http://www.lua.org/ftp/lua-5.2.2.tar.gztar zxf lua-5.2.2.tar.gz

lua-ngxin-module:

curl -R -O

tar zxf v0.8.10

ngx_devel_kit:

curl -R -O

tar zxf v0.2.18

Nginx:
wget 'http://nginx.org/download/nginx-1.4.2.tar.gz'tar -xzvf nginx-1.4.2.tar.gzcd nginx-1.4.2/

export LUA_LIB=/usr/local/lib

export LUA_INC=/usr/local/include/luajit-2.0

./configure --prefix=/usr/local/nginx --add-module=/path/to/ngx_devel_kit --add-module=/path/to/lua-nginx-module
make
make install