Adding a Module

Hi all.
I need to add the module mod_headers, I compiled my apache
without it, so do I need to recompile? When I loaded this module in
httpd.conf it didn't work because it says I don't have mod_headers.so,
So, how can I add this module without compile apache? And, if I really
need to recompile, is there any problem? Is just:
../configure --with-blablabla
make
make install

thx for your help.
--
Fravo