> Is there a "tutorial" or "documentation" on how to correctly install the
> binary version on windows?

Here's my crack at a tutorial.
This is to install versions built with mingw (i.e. pre releases for the 
one click installer).
http://programming-gone-awry.blogspot.com/2009/05/ruby-19-one-click-installer.html
Cheers!
-=r
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