Windows users can grab the RubyInstaller For Windows which will install Ruby and the Rubygems package manager.
Once installed, open a Command Prompt and type
gem update --system gem install rails mongrel sqlite3-ruby
This updates Rubygems to the latest version if necessary, and installs Rails.
Download SQlite3.dll from here and unzip it to
c:\ruby\bin
You're all set for Rails development on Windows.
You'll want Git if you want to install many Rails plugins, collaborate with other developers, or deploy to Heroku.
Download Msysgit from http://msysgit.googlecode.com/files/Git-1.6.3.2-preview20090608.exe and install it. When you're asked how to install Git, choose to "Run Git from the Windows Command Prompt" instead of the default option.
If you're deploying to Heroku or securely over SSH, you'll want a public and private keypair. When you installed Git, several tools were installed that will help you create and manage public keys.
Open git-bash (it's under the Git folder on your Start menu) and type
ssh-keygem
Accept all default values. If asked for a passphrase, you can leave this blank, or enter a secure password to improve security.
We recommend Netbeans Ruby IDE (55 MB Windows installer)