> Perhaps this is a stupid question, but how do I go about doing that?   
> Do you mean a cygwin-compiled version of Ruby (for windows) ?  Where do 
> I get it?

You have to roll your own I believe.

If you haven't installed Cygwin, goto www.cygwin.com and download the 
setup program.

Once you've downloaded that, run the setup program (telling your 
firewall to allow it to connect to the internet if need be)

Select Next.

Select Install from the internet if you have a fast connection, or 
select download from the net. (I shall carry on assuming you have chosen 
install from the net).

Select Next.

Enter the location of where you wish to install Cygwin.
Select install for Just me.
Select Default Text style type Unix.

Select Next.

Enter a directory the download files & information will be saved to.

Select Next

Enter the details needed for allowing the program to connect to the net 
(I only need Direct Connection)

Select Next.

It then downloads a list of mirror sites, where the packages can be 
downloaded from. Choose one that is "closest" to you.

Select Next.

It then downloads a list of available packages and displays an overview 
page of the packages currently installed.

Select View to change from Category to Full.

I believe at this point it will have selected a minimum amount of 
packages that you need. Make sure that gcc is among them.

Select Install.

Wait for a while, have a cup of tea or something :)

When its finished a dialog will appear asking if you want to put a 
shortcut on the desktop and an entry in the start menu.

Select Finish.

It then performs some post install stuff, at the end of which a dialog 
appears saying "Installation Complete".

Congratulate yourself :)

Right now, download the stable snapshot of Ruby from

ftp://ftp.ruby-lang.org/pub/ruby/stable-snapshot.tar.gz

Save it to <drive>:\<location of cygwin>\home\<username>

Double click on the Cygwin shortcut on your desktop. A terminal window 
now opens.

Type "ls" and press return to get a directory listing. Check the ruby 
snapshot is there.

Type "tar zxf stable-snapshot.tar.gz" and press return to unpack the 
stable snapshot. This unpacks into the directory ruby

Type "cd ruby" and return to go into the directory just created.

Type "./configure" and return, it will now autoconfigure the Makefile 
and what not for the build process. It will take a few minutes depending 
on the speed of your machine.

At the end of that simple type "make" and press return. This will now 
build ruby and will take a while. Go take a break, feed the cat, play a 
game, kiss the wife, something.

When that is complete type "make test" and press return. If everything 
went okat you should see a message saying OK

Next type "make install" and press return. This simply installs the 
program into "/usr/local/bin/" & "/usr/local/lib"

Type "cd .." and press return to leave the build directory.

Type "ruby -v" and press return,check that the version number is 1.6.7 & 
the date is something like 2002-09-25.

You now need to install any packages you are using. I can't really help 
you with that, other than unpack the pacakges to you /home/<username> 
directory and anything that uses the ruby installer should install as 
normal.

If you aren't using any custom packages or anything. I think the easiest 
thing you could do would be to copy your scripts into your 
/home/<username> area and run it from there.

I hope that helps, if anyone has any corrections please do correct it!

rob