I really want to thank you both of you for your time on this, hope your patience will be infinite, lol.

Ok, I have done the following:

# nm /usr/local/apache/modules/mod_security2.so | grep -i lua
         U luaL_checklstring
         U luaL_checknumber
         U luaL_loadfile
         U luaL_newstate
         U luaL_openlibs
         U luaL_register
         U lua_close
00009380 t lua_compile
         U lua_createtable
         U lua_dump
000090d0 t lua_execute
         U lua_getfield
         U lua_isstring
         U lua_isuserdata
         U lua_load
         U lua_objlen
         U lua_pcall
         U lua_pushlightuserdata
         U lua_pushlstring
         U lua_pushnil
         U lua_pushnumber
         U lua_pushstring
         U lua_rawgeti
         U lua_setfield
         U lua_settable
         U lua_settop
         U lua_tolstring
         U lua_topointer
         U lua_type
         U lua_typename
0002a170 t msre_rule_lua_create

And, also this:

# ldd /usr/local/apache/modules/mod_security2.so | egrep lua
        liblua-5.1.3.so => /opt/lua/lib/liblua-5.1.3.so (0x00d13000)

Do I need to install something else for this to run?

Best Regards,
Sergio