Ruby 1.9 is really fast, at least compared with old versions of Ruby. But, it's not that easy for beginners to setup, especially on Windows. However, once you have worked it out, it becomes very simple. Following is a 5-step instruction to do so.
1. Install Ruby 1.9
Download ruby 1.9 one-click installer from this address. And then install it to C:/Ruby19. This step is very simple.
2. Modify Environment Variables
Add C:/Ruby19 to your environment variable PATH. This will make your ruby accessable from anywhere.
3. Install Rails 2.3.3
gem install --no-rdoc --no-ri rails
4. Install MySQL ruby connector
gem install mysql --source http://gems.rubyinstaller.org
5. Install MySQL and anything you need
Go this page to download mysql Windows Essentials (x86), then install it. After this finished, copy libmySQL.dll from C:/Program Files/MySQL/MySQL Server 5.0/bin to C:/Ruby19/bin.
OK. That's everything. Enjoy your new trip!