"... download ruby-1.8.6 installer and take all (C:\ruby\bin\*.dll) and paste in the new ruby 1.9.1 path c:\ruby191\bin"

Maybe slightly abusing the Quote style post on Tumblr, but installing recent Ruby versions on Windows and OSX should be a lot easier than it is.

On Windows, I'd had Ruby 1.8.6 installed from the One Click installer, but decided to upgrade to the 1.9.1 binary because I'm primarily using it for writing Shoes programmes, and Shoes 3 is moving to Ruby 1.9.1 so it makes sense to keep my system Ruby the same. Unfortunately the 1.9.1 binary is missing all the dlls that come with the One Click installer (that's now one and a half year's old!). Hence solution quoted above; you don't need to run the One Click installer, just use something like 7-zip to open the installer up and pull the dlls out.

On OSX I haven't even bothered to upgrade my Ruby install. MacPorts is probably the best way, but I have Macports and Xcode on an external hard drive to save space (And it was outragouely hard to get Macports setup that way), so that doesn't help a great deal when it comes to installing Ruby from it. And being able to install from source by hand is nice, but you really shouldn't have to go to these lengths to use a more recent version of Ruby on OSX.

Ruby is a lovely language, but it sometimes gives the impression of being too 'cool' for it's own good. Mind you, Python (on OSX) doesn't seem that much better.