I was having a similar problem when setting the Lua path in cmake to my actual installed Lua folder. But when I set the path to use the Lua libs in the dependencies folder, everything compiled fine. Download the dependencies from here for your OS
http://code.google.com/p/projecteqemu/downloads/list
My mistake get the hem from here:
http://eqemu.github.io/
That's where the the Luaj_86/x64 and Boost dependencies are.