I installed Instant Rails on my Windows XP Pro notebook. It was an easy install, just unzip into a directory and run InstantRails.exe.
I ran into one problem that you may have as well if you’re running Windows XP Pro. You need to run InstantRails.exe with administrator rights, otherwise it will not work. For the first time, I logged in as administrator. Once I did that, I was able to run InstantRails.exe with administrator rights, even though I wasn’t logged in as administrator. To do so yourself, right click on InstantRails.exe and choose “Run as…” and run as administator.
In other words, if you don’t have administrator rights, you can’t run Instant Rails.
IRB
One of the nice things about Ruby is IRB, Interactive Ruby. IRB allows you to run code and see results immediately. Choose Rail Applications\Open Ruby Console Window and type IRB. It’s a nice prototyping tool.