When preparing your study environment, you will need to make available two resources:
The Ruby interpreter itself (of course), and a Text Editor of your choice.
At this point, I recommend SciTE as a Ruby Program editor. It has an integrated environment. You just need to type the code, save the file and press F5. It is the editor of my choice concerning simple Ruby snippets.
Installing Ruby 1.9.1
You can access the new RubyInstaller for Windows home page.
Get it from the project page here:
You can get it from the official SciTE page here:
Download and unzip the "full download" file.
Then, you just need to create a shortcut to the "SciTE.exe" file on your desktop.
After that, if using Windows XP, you can associate the registered ".rb" file type with the SciTE editor.
In the Explorer select: Tools > Folder Options > File Types
And here is an example of SciTE (type the code, save the file and press F5) in action: