I am sorry. The paragraph about C compiler above is meant for people who 
can not build the native extension, due to nmake error.

If you have the error "undefined method `exitstatus' for nil:NilClass", 
it is because when you run
gem install ruby-opengl

gem looks for the newest version of opengl gem, which is very likely a 
Unix version of gem. You need to look for the specific gem for win32.

I have the same problem "undefined method `exitstatus' for nil:NilClass" 
when I install rmagick (for ImageMagick) on Window XP.

So I have to download the gem rmagick-win32 to my local machine, and run 
gem from local. Everything is Ok.

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