From what I recall, pik is also an option if you want to manage multiple Ruby versions on Windows.  Similar to rvm.  I personally avoid windows when developing with Ruby or Rails, but clients still require it in some cases.

RubyInstaller if you are just starting out.  Then I'd use pik as more releases come out or you have an older Rails app you are working on or you want experiment with more than MRI version like Jruby, rubinis, etc.

-GregD


---- "Bartosz Dziewoski" <matma.rex / gmail.com> wrote: 
> You probably downloaded the sources.
> 
> You can install Ruby on Windows easily using RubyInstaller:
> http://rubyinstaller.org/
> 
> -- Matma Rex
>