installation fails: ENOENT error

Hello. I'm very new at Ruby and RoR. From Win XP I try to install Rails
:

C:\Ruby19>gem install rails
ERROR: While executing gem ... (Errno::ENOENT)
    No such file or directory - C:/Documents and Settings

I could not find how to solve the problem in the documentation. maybe a
path definition problem? any help welcome, I can't wait to fire up my
web site! thanx in advance