Apparently some have succeeded with rails development in windows, I
believe that railsinstaller.org is the best way. If you have access
to ubuntu however then do it there, you will have a much more pleasant
experience and will find it much easier to get help. For installing
in ubuntu then http://blog.sudobits.com/2012/05/02/how-to-install-ruby-on-rails-in-ubuntu-12-04-lts/
is pretty good..