combining direct pardiso and Fgmres?

i am currently writting a nonlinear finite element code. so i have to solve a nonlinear system.
for each iteration my matrixes changes, i use direct solution for each iteration.my matrix sparsity maybe change in each iteration so i cant use pardiso iterative solver at phase 13 and phase 23 as suggested here:

http://software.intel.com/en-us/forums/topic/326721

in this thread:

http://software.intel.com/en-us/forums/topic/389822

Alexander Kalinkin sugested we can use pardiso  LU decomposition of first matrix as preconditioner for Fgemres iterative solver.

i want to know how i can do that?