1. An apparatus for configuring a web application server firewall, which enabled inside a web application server, to process HTTP request messages and HTTP response messages received from at least one client computer in accordance with a plurality of security rules, said apparatus comprising: a memory; at least one processor coupled to said memory; and a non-transitory persistent storage medium that contains instructions which, when loaded into said memory, configure said at least one processor to: build a plurality of HTTP message models having parent portions and child portions, said plurality of HTTP message models including a first HTTP message model configured to process said HTTP request messages and a second HTTP message model configured to process said HTTP response messages, each of said first and second HTTP message models comprising a plurality of message model sections; develop said plurality of security rules, each security rule specifying at least one action responsive to a given condition, said given condition being based, at least in part, on a corresponding section of a message intercepted by said web application server firewall; and bind said plurality of security rules to said message model sections, wherein said binding comprises inheriting, by at least one child portion of at least one of the plurality of HTTP message models, at least one of said plurality of security rules from at least one of the parent portions of said at least one of the plurality of HTTP message models.