> "You may link LuaJIT statically on Windows only if you don't intend to load Lua/C modules at runtime." > That might give me some trouble. I think this is a warning to avoid compiling Lua modules against Lua DLL when you also compile Lua statically (loading two VMs into the same process, which is likely lead to a crash). In other words, if you want to load luasocket DLL when you compiled LuaJIT statically on Windows, you either need to include luasocket statically as well or to compile luasocket against lua51.dll and include a proxy dll instead of lua51.dll that will forward calls to the appropriate functions in the executable ([1] and related thread). Another option as Shmuel suggested is to compile modules statically, but the interpreter itself as a DLL (but that may not work for you if you want one executable). Paul. [1] http://lua-users.org/lists/lua-l/2013-11/msg00831.html