If you are installing on Windows, already have a LuaRocks installation (with libraries) and want to use the /SELFCONTAINED option, you'll have to move the "system" repo by hand.
In my case, I had to move the folders c:\luarocks\lib and c:\luarocks\share to c:\luarocks\systree (so you end up with c;\luarocks\systree\lib and c:\luarocks\systree\share) (and update your LUA_PATH and LUA_CPATH env vars accordingly).
