Pik looks great if you're stuck on a windows machine. The only problem is it appears to be set up for a windows command prompt, and I'm using cygwin.
Whenever I try to switch to a different version of ruby in cygwin, it still just uses the default cygwin installation of ruby.
$ pik list
186: ruby 1.8.6 (2009-06-08 patchlevel 369) [i386-mswin32]
187: ruby 1.8.7 (2008-08-11 patchlevel 72) [i386-cygwin] *
187: ruby 1.8.7 (2010-01-10 patchlevel 249) [i386-mswin32]
191: ruby 1.9.1p376 (2009-12-07 revision 26041) [i386-mswin32]
$ pik switch 191
$ pik list
186: ruby 1.8.6 (2009-06-08 patchlevel 369) [i386-mswin32]
187: ruby 1.8.7 (2008-08-11 patchlevel 72) [i386-cygwin] *
187: ruby 1.8.7 (2010-01-10 patchlevel 249) [i386-mswin32]
191: ruby 1.9.1p376 (2009-12-07 revision 26041) [i386-mswin32]
Doesn't seem to matter what I attempt - it always defaults to the cygwin installation. If I test this on a windows command prompt everything works just fine. It's just cygwin getting in the way somehow, and I'll be damned if I'm giving up my cygwin for the crappy XP command line. :}