Mike,
Thank you for your help so far. 
The new problem now is installing Ruby/DB2. 

Right from the beginning I have a problem. the "export" command does
not work under windows/XP. Second, even when I set the DB2DIR
environmental variable via the "set" command, it still does not work.

C:\$user\ruby\ruby-db2-0.4>export DB2DIR=C:/db2/SQLLIB/
'export' is not recognized as an internal or external command,
operable program or batch file.

C:\$user\ruby\ruby-db2-0.4>

or using the "set" command, which appears to work:

C:\$user\ruby\ruby-db2-0.4>set    DB2DIR=C:/db2/SQLLIB/

C:\$user\ruby\ruby-db2-0.4>

C:\$user\ruby\ruby-db2-0.4>ruby setup.rb config
setup.rb:714: warning: don't put space before argument parentheses
entering config phase...
config done.

C:\$user\ruby\ruby-db2-0.4>

C:\$user\ruby\ruby-db2-0.4>ruby setup.rb setup
setup.rb:714: warning: don't put space before argument parentheses
entering setup phase...
C:/Ruby/bin/ruby extconf.rb
checking for SQLConnect() in db2cli.lib... no
ABORT: Could not locate DB2 libraries or headers!
Please set DB2DIR to your DB2 directory, e.g. /usr/IBMdb2/V7.1 (UNIX)
or C:/SQLLIB (Windows)
setup failed
'system C:/Ruby/bin/ruby extconf.rb' failed
try "ruby setup.rb --help" for usage

C:\$user\ruby\ruby-db2-0.4>

Question:

Is there a windows/xp binary that can be downloaded? or any idea about
this new road-block?

Thank you

Victor