打开http://www.ruby-lang.org/en/downloads/，
找到Ruby on Windows下的Ruby 1.8.6 One-Click Installer (md5: 12ffa637e7e761a2dfd98de4eba1a4d5) Stable version (recommended)(请选择最新版本）下载然后安装。
安装完后在控制台输入ruby -v，显示如下：
C:\Documents and Settings\DuJianyu>ruby -v
ruby 1.8.6 (2008-08-11 patchlevel 287) [i386-mswin32]
安装ruby成功。
接下来打开http://rubyforge.org/frs/?group_id=307，找到最新版本的.gem，目前最新版本为rails-2.3.2.gem，下载并放到C:\下。
控制台输入：gem install rails-2.3.2.gem,显示如下：
C:\>gem install rails-2.3.2.gem
Successfully installed activerecord-2.3.2
Successfully installed actionpack-2.3.2
Successfully installed actionmailer-2.3.2
Successfully installed activeresource-2.3.2
Successfully installed rails-2.3.2
5 gems installed
Installing ri documentation for activerecord-2.3.2…
Installing ri documentation for actionpack-2.3.2…
Installing ri documentation for actionmailer-2.3.2…
Installing ri documentation for activeresource-2.3.2…
Installing RDoc documentation for activerecord-2.3.2…
Installing RDoc documentation for actionpack-2.3.2…
Installing RDoc documentation for actionmailer-2.3.2…
Installing RDoc documentation for activeresource-2.3.2…
这个安装过程很缓慢，因为是从网上下载安装的，所以要等一下，根据网速决定吧。
完成后输入rails -v，显示：
C:\>rails -v
Rails 2.3.2
说明安装成功。如果这步有什么错误，请根据错误提示到http://rubyforge.org下载所需部件的gen，并按上面的命令安装即可。
接着在控制台创建站点，rails 你要生成的目录 ，这样会在站点目录里生成一堆rails文件模版，我的：
E:\Ruby>rails E:\Ruby\RailsDemo
create
create app/controllers
create app/helpers
create app/models
create app/views/layouts
create config/environments
create config/initializers
create config/locales
create db
create doc
create lib
create lib/tasks
create log
create public/images
create public/javascripts
create public/stylesheets
create script/performance
create test/fixtures
create test/functional
create test/integration
create test/performance
create test/unit
create vendor
create vendor/plugins
create tmp/sessions
create tmp/sockets
create tmp/cache
create tmp/pids
create Rakefile
create README
create app/controllers/application_controller.rb
create app/helpers/application_helper.rb
create config/database.yml
create config/routes.rb
create config/locales/en.yml
create config/initializers/backtrace_silencers.rb
create config/initializers/inflections.rb
create config/initializers/mime_types.rb
create config/initializers/new_rails_defaults.rb
create config/initializers/session_store.rb
create config/environment.rb
create config/boot.rb
create config/environments/production.rb
create config/environments/development.rb
create config/environments/test.rb
create script/about
create script/console
create script/dbconsole
create script/destroy
create script/generate
create script/runner
create script/server
create script/plugin
create script/performance/benchmarker
create script/performance/profiler
create test/test_helper.rb
create test/performance/browsing_test.rb
create public/404.html
create public/422.html
create public/500.html
create public/index.html
create public/favicon.ico
create public/robots.txt
create public/images/rails.png
create public/javascripts/prototype.js
create public/javascripts/effects.js
create public/javascripts/dragdrop.js
create public/javascripts/controls.js
create public/javascripts/application.js
create doc/README_FOR_APP
create log/server.log
create log/production.log
create log/development.log
create log/test.log
然后控制台进入该站点目录的里，执行ruby script/server即启动web服务器。我的：
E:\Ruby\RailsDemo>ruby script/server
=> Booting WEBrick
=> Rails 2.3.2 application starting on http://0.0.0.0:3000
=> Call with -d to detach
=> Ctrl-C to shutdown server
[2009-07-14 14:13:52] INFO WEBrick 1.3.1
[2009-07-14 14:13:52] INFO ruby 1.8.6 (2008-08-11) [i386-mswin32]
[2009-07-14 14:13:52] INFO WEBrick::HTTPServer#start: pid=5912 port=3000
提示服务器已启动，在浏览器里输入127.0.0.1：3000即可访问！
关于sqlite3的安装过程：