If you are interested in learning Ruby on a Windows machine I recommend spending a weekend to read the free online book Programming Ruby and downloading InstantRails and RadRails to begin testing the Ruby code snippets it will show you.

After that, I recommend Agile Web Developent with Rails by the-one-and-only David Heinemeier Hansson.

For support while learning hop on freenode.net and join #ruby-lang and #rubyonrails. The crowd is very enthusiastic and willing to answer your questions.