I've found what the problem was.

In fact, this was coming from the way ruby is packaged in Debian. I've already 
seen about this on this mailing list and during my search for a solution on 
the web, but never found exactly the same problem as I had.

However, I still don't know exactly what was missing. I managed to put Ruby on 
Rails by doing a "manual" installation of ruby. I'll try to find what was the 
missing Debian package and I'll tell you all here to help people who might 
encounter the same problem later.

But the real solution to the problem would be for the ruby package in Debian 
to contain all that is contained in the ruby source distribution...

See you all later

Ghislain