Getting Started with Ruby on Rails on Windows (ieatbinary.com)
This is not a guide for those who are trying their best to not use Unix like environment in develop Rails application. This is more like a guide to do almost everything in Linux without replacing your Windows.
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[ 152 ms ] story [ 636 ms ] threadgem update --system
gem install rails
rails new mynewapp
For someone experimenting with rails it's more than enough!
[1] http://rubyinstaller.org/downloads/