Problem with Gnuplot 4.4 and TikZ

Question

I'm using Gnuplot 4.4, compiled with Lua support. It supposedly has the tikz terminal.

I've successfully compiled my gnuplots to tex using "set terminal tikz". However, when adding this source to my latex document I keep getting the following error:

! Package pgfkeys Error: I do not know the key '/tikz/gnuplot' and I am going t o ignore it. Perhaps you misspelled it.

I've included the tikz package in the original tex document. Any ideas?

EDIT: Solved. See answer bellow.