> Is Hpricot installed?

Yes it is.

Another attempt, on another machine :

[Guillaume@KILLY971 ~]$ gem install mechanize
Bulk updating Gem source index for: http://gems.rubyforge.org
Install required dependency hpricot? [Yn]  Y
Select which gem to install for your platform (i386-cygwin)
 1. hpricot 0.6 (mswin32)
 2. hpricot 0.6 (jruby)
 3. hpricot 0.6 (ruby)
 4. hpricot 0.5 (ruby)
 5. hpricot 0.5 (mswin32)
 6. Skip this gem
 7. Cancel installation
> 1
Install required dependency hoe? [Yn]  Y
Install required dependency rubyforge? [Yn]  Y
Successfully installed mechanize-0.6.10
Successfully installed hpricot-0.6-mswin32
Successfully installed hoe-1.3.0
Successfully installed rubyforge-0.4.4
Installing ri documentation for mechanize-0.6.10...
Installing ri documentation for hpricot-0.6-mswin32...
Installing ri documentation for hoe-1.3.0...
Installing ri documentation for rubyforge-0.4.4...
Installing RDoc documentation for mechanize-0.6.10...
Installing RDoc documentation for hpricot-0.6-mswin32...
Installing RDoc documentation for hoe-1.3.0...
Installing RDoc documentation for rubyforge-0.4.4...
[Guillaume@KILLY971 ~]$ irb
irb(main):001:0> require "rubygems"
=> true
irb(main):002:0> require "mechanize"
LoadError: Permission denied - /usr/lib/ruby/gems/1.8/gems/hpricot-0.6-
mswin32/lib/i686-linux/hpricot_scan.so
        from /usr/lib/ruby/gems/1.8/gems/hpricot-0.6-mswin32/lib/i686-
linux/hpricot_scan.so
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `require'
        from /usr/lib/ruby/gems/1.8/gems/hpricot-0.6-mswin32/lib/
hpricot.rb:20
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `gem_original_require'
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `require'
        from /usr/lib/ruby/gems/1.8/gems/mechanize-0.6.10/lib/
mechanize/page.rb:2
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `gem_original_require'
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `require'
        from /usr/lib/ruby/gems/1.8/gems/mechanize-0.6.10/lib/
mechanize.rb:40
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `gem_original_require'
        from /usr/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:
32:in `require'
        from (irb):2
irb(main):003:0>