Vos commentaires
I found the easiest way was to install my module was using the nginx-extras package. According to this document the realip module is also in there :)
https://docs.google.com/spreadsheet/ccc?key=0AjuNPnOoex7SdG5fUkhfc3BCSjJQbVVrQTg4UGU2YVE#gid=0
Service d'assistance aux clients par UserEcho
In this case you don't need to go through the trouble of compiling. On any debian based os (Ubuntu for example), try running "sudo apt-get install nginx-extras". Restart nginx and the module is loaded :P