Trouble Connecting to SQL Server

Unfortunately for the project I am working on I am required to access
an SQL Server database used by our parent company. They are .Net
freaks and we haven't been able to convert them yet. Anyway, I
followed the instructions at:

http://wiki.rubyonrails.com/rails/pages/HowtoConnectToMicrosoftSQLServer

I fire up Mongrel but when I try to access the site I get the error:

MissingSourceFile (no such file to load -- dbi)

I can't seem to find much info on this on the net. Any idea what I'm
missing? Thanks.

What are you running this on? If Ruby is not running on windows, get
ready for jumping some hoops...

Everything on our side is running on Linux. I don't know what the
status of the SQL server is but it doesn't actually need to run Ruby
if it's just hosting the database, does it?