Since no-one has responded yet I will say that most Rails developers use Mac or Linux (such as Ubuntu) rather than Windows so it can be more difficult to get help. However if you absolutely have to use Windows I believe that railsinstaller.org is considered the best route to take.
Colin
You could install Linux of some flavor in a virtual machine and then run your Rails development therewithout making your system dual boot etc. I have run that kind of a setup and it works but I prefer a basic Linux install with XP in a VM for whenever I need to do something windows.
Norm