Welcome to RubyInstaller group!

To provide better assistance when solving a problem, please include the following information when submitting your questions or report:

Version of Windows
Version of Ruby (ruby --version)
Version of RubyGems (gem --version)
Indicate that you have installed DevKit (according to the instructions) and which version (exact filename).
Against which package (knapsack filename or any other obtained from the web) you're trying to link the gem.
Full command line executed that caused the error (gem install ...)
Full output of the error. To copy from the console please see this article.
Contents of mkmf.log that are generated inside the target gem directory (use pastie or gist to host the contents)

Last but not least, it is important that you can confirm your error is none of the common problems listed in the Troubleshooting page.

There are multiple versions of Ruby, multiple versions of gems and so many combinations that is hard to extrapolate information when you omit details. Please be as explicit as possible.