Hi,
The problem is solved.
I installed nginx-1.5.6 and naxsi-core-0.50 from sources, and compile nginx with naxsi module and some options :
./configure --prefix=/etc/nginx --sbin-path=/usr/sbin/nginx --conf-path=/etc/nginx/nginx.conf --lock-path=/var/lock/nginx.lock --pid-path=/var/run/nginx.pid --error-log-path=/var/log/nginx/error.log --http-log-path=/var/log/nginx/access.log --http-client-body-temp-path=/var/lib/nginx/body --http-fastcgi-temp-path=/var/lib/nginx/fastcgi --http-proxy-temp-path=/var/lib/nginx/proxy --http-scgi-temp-path=/var/lib/nginx/scgi --http-uwsgi-temp-path=/var/lib/nginx/uwsgi --with-pcre-jit --with-http_ssl_module --with-debug --with-ipv6 --with-http_stub_status_module --add-module=../gnosek-nginx-upstream-fair-a18b409/ --add-module=../ngx_cache_purge-2.1 --add-module=../naxsi-core-0.50/naxsi_src/
It works fine now.
Thank you for your help.