Has anyone out there got a good set of instructions for building/compiling Ruby from source of windows XP ?
http://blade.nagaokaut.ac.jp/cgi-bin/scat.rb/ruby/ruby-talk/184380
I normally get a binary installable for windows.. much faster if you just need Ruby installed. But you may be modifying ruby source.. anyways..
Update: I ended up compiling Ruby from source today... here is what worked for me http://madcoderspeak.blogspot.com/2009/06/how-to-compile-ruby-from-source-on.html
I would agree that the binary distrubtion is your best bet for Ruby on Windows, however, like Gishu mentioned, you may be modifying it a bit. If that's the case I would build it from source with Cygwin. This will give you the familiar tool set for building software from source.
However the following thread at Ruby Forum seems to have a very active discussion on building Ruby in Windows using Microsoft's Visual C++ toolkit with some other .NET additions.
Good luck!
Luis Lavena maintains the Ruby One-Click installer binaries. His blogs and postings on Ruby Forum are definitely the place to start.