I had to search quite a bit to find the easiest way to install Ruby and ruby-gtk2 on Windows. Here's what I found so far:
- Download and install the Ruby 1.8.6 "one click installer" for Windows: http://www.ruby-lang.org/en/downloads/
- Download a Windows installer for ruby-gtk2: I found a link to ruby-gnome2-0.16.0-1-i386-mswin32.exe on the page http://ruby-gnome2.sourceforge.jp/hiki.cgi?Install+Guide+for+Windows (it does not seem to be updated but at least it works).
- Check if it works by following http://ruby-gnome2.sourceforge.jp/hiki.cgi?Install+Guide+for+Windows#Three