I have an XP Pro box and installed ruby182-15.  No problems ... yet

The next thing I did was download the rubygems zip file and unzipped it
to a location on my hard drive.   I then used SFU3.5 to open a ksh
session (posix) to let me run ruby... bad move.  When I typed ruby
setup.rb from the location I had unzipped the gems to, I was informed
that it could not understand what I was asking for... so..easy to
fix... alter my path.  Great... so I did the same command again...
still nada.  Turns out that ruby is really ruby.exe... shouldn't it be
a symbolic link or something?  Anyway, I copied ruby.exe to "ruby" and
thought that would fix my problems...  sure... ruby setup.rb worked
fine this time.  So then, I did exactly what the web site said to do...

http://download.rubyonrails.com/

says

gem install rails --include-dependencies

$ gem install rails --include-dependancies

To which GEM replies


ruby: No such file or directory -- /dev/fs/C/ruby/bin/gem (LoadError)


Now what do I do?  Should I not bother with Windooos  at all and just
do it all on a Unix box?  There's not much online about how to install
rails on windows... I did what http://download.rubyonrails.com/ says to
do and haven't had much luck.