installing ruby 1.9.2 with rails 3 on redhat 5.5

redhat comes with 1.8.x; however i wanted to install ruby 1.9.2. so i
downloaded the source and built the code and ruby runs fine.

the docuementation claims that gem comes with ruby 1.9.2; however i
cant find "gem" anywheres in the ruby directory where i compiled the
code.

where do i find "gem" with ruby 1.9.2? or should i just build 1.8.7
for source and then build ruby-gem 1.3.7?

note: the reason i am building it from scratch is i have to make an
rpm of the rub/gem/rails and install it on a special atomic location
on the system so that it doesnt break other software on the machine.