If you're using OS X, 10.4.9 came out today.
But more importantly, check out the HiveLogic site.
www.hivelogic.com
They've got lots of good info on installation of Ruby and Rails an so  
on.
Just be careful, they have multiple versions of the install tutorial,  
some are older than others, so if you reach the site via a link or  
search engine, you might just get an out-of-date version of the install.

Frustration is part of the process with learning unix and using it at  
the same time. What you soon discover is that it is a miracle that  
all this stuff (or any application) works because there are so many  
dependencies and things can be different from machine to machine.  
Then again you might start to understand why commercial software is  
so bloated these days... (they include everything they didn't write,  
but use)