Windows setup

Some kind windows expert will edit this, otherwise I am recommending using netbeans on windows as I'm pretty sure that will work. Also it is the easiest way to add extra libraries etc. Installing java and possibly Netbeans is not a bad place to start.

You could then install the Netbeans ruby-plugin, and use that to install the jruby_art.gem

Otherwise you probably want to set a cygwin enironment... (or why not go whole hog and dual-boot linux, the mint distro would be a good choice for many)