This is abhilash here need 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
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 instruct me on how to go ahead from