If you plant to start developing under Ruby on Rails one good start point could be installing a basic developement enviroment.
If you are using windows I hope that this tutorial could be usefull for you.
1.- Download rubycompiler, interpreter
you can get it from http://rubyforge.org/frs/?group_id=167
2.- Download RubyGems, will be necesary for get libraries
you can get it from http://rubyforge.org/frs/?group_id=126
uncompres the zip file, and open a terminal
cd <directory where you decompress rubygems>
ruby setup.rb
3.- Download rubyInstaller developement kit
http://github.com/downloads/oneclick/rubyinstaller/DevKit-tdm-32-4.5.2-20110712-1620-sfx.exe
execute the downloaded file in a directory like: C:\\Devkit
when you have it extrated open a terminal and write
cd <Devkit installer dir>
ruby dk.rb init
ruby dk.rb review
ruby dk.rb install
4.- Install rails
Open a terminal and write
gem install rails
5.- Donload and install JDK (needed for netbeans)
http://www.oracle.com/technetwork/java/javase/downloads/index.html
6.- Download amd install Netbeans
7.- Install Netbeans ruby plugin
Open netbeans and select tools->plugins menu
a new dialog appears, select avaliable plugins tab and mak ruby and rails plugin
Click install
and follow the install wizard
Congratulations you have a ruby on rails basic enviroment installed
You can create a new ruby on rails project in the wizard File->New Project