my hindu friend nilam uses the matrix to explain hinduism, and after we had a discussion about it it made a lot of sense and i started using it in my world religions class. it is really close to hindu belief. moksha would be something like what neo saw once he was freed from the matrix--freedom from false reality and ultimate control over oneself and from oneself. those who realise they must become enlightened understand they are living in a 'matrix' and must escape, and those who are ignorant of enlightenment remain trapped in this world of false reality.
this applies only to the first film, of course.