1) Download Ruby 1.9.3
2) Download DevKit file from http://rubyinstaller.org/downloads (DevKit-tdm-32-4.5.2-20110712-1620-sfx.exe)
3) Extract DevKit to path C:\Ruby193\DevKit
4)
cd C:\Ruby193\DevKit
5)
ruby dk.rb init
6)
ruby dk.rb review
7)
ruby dk.rb install
Source 