I cant update gem more than 1.3.5 on Ubuntu

I try many ways to update
1.use ruby setup.rb in /gem1.3.7dir did not work
show text
NOTE:

http://rubygems.org is now the default source for downloading gems.

You may have sources set via ~/.gemrc, so you should replace
http://gems.rubyforge.org with http://rubygems.org

http://gems.rubyforge.org will continue to work for the forseeable
future.

New features:
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2.Try RVM cant connect to server to download
3. .gem file I do not know what should i do with this file ???

                                 Anyway to install updated gem ???

PS. Why my gems are too few I try use 'gem list' It show only

*** LOCAL GEMS ***

activesupport (3.0.0)
builder (2.1.2)

Best
Buncha