Tips
The first thing you need is a decent IDE so that you can quickly try out Ruby programs. Ruby installation comes with command line tools such as �irb�. But for any real development, a good IDE is necessary. In this example, I will use Aptana IDE which is based on RadRails.
Step 1 : Download and install latest Ruby release.
Step 2: Download and install Aptana IDE.
Step 3: From Aptana IDE, install Ruby extensions (you can exclude rails extensions for faster install). From Aptana, click on Help->Software Updates->Find and Install->Search for new features for install.
Step 4 : Create a Ruby project from Aptana IDE. You can keep all the sample Ruby programs you write here.
Step 5: Write the following sample code in file named �HelloWorld.rb� and click on �Run HelloWorld.rb�. You should see your first Ruby program output!
Source: rubytips.org