> No this is not the problem, it's just one more of this quick and dirty hacks (that i don't like in ruby).

I agree whole-heartedly that this is a silly hack.  In introducing
others to Ruby I've had them complain about how unclear the -r ubygems
thing is.  One of my coworkers swore he would never use rubygems
because of this, I had a hard time convincing him otherwise.  Cygwin
ruby and the one-click installer should work better together, and
RUBYOPT and ubygems are the first problems to solve towards this goal,
IMHO.  I think ubygems critically violates the least-surprise principle!