If anyone is interested i found this great IDE for coding lua scripts - QDE. It is not free, but it is not too expensive. You can try it by downloading trial version here http://www.quotixsoftware.com/qde_index.htm
It is not perfect, but it is much better than SciTE.
You can also download my keyworld list(for syntax highlight of xlua mmf interface and luagl function/constants and their parameters) here http://rapidshare.com/files/319344230/QDE_1.0.ZIP
Just copy to install directory and overwrite existing files.
And if anyone know any better IDE then QDE that can do at least the same stuff, then please let me know. I have tried many already but i might have missed some.