This is abhilash here need help...in installing rubygems...finding some error

Hi i have installed Cygwin as instructed on the tutorial of Maichel Hartl on the windows Xp suscessfully... in the next step i openned the link http://rubyforge.org/frs/?group_id=126 from where i selected the rubygems-1.8.1.tgz. Then when i typed ls for which i got the msg as rubygems-1.8.1 till here....things were fine... after this what should i do....pl instruct me on how to go ahead from here..