i will advice you to use Ubuntu with wubi installer
because rails did not provide that support in windows which it provide in Mac or Linux ( Linux based Ubuntu 12.04 )
Some have had success with rails on windows using
http://railsinstaller.org/ but I believe it will never be as
comfortable an experience as using linux.
I would advise against using wubi however, I have not found it
reliable. Instead go for a true dual boot setup with, for example,
Ubuntu. If that is really not possible then a Ubuntu virtual machine
running in vmware or virtualbox in windows can work well.
Do not reject these options because of the learning curve with linux,
in the long run it will save time.