Part one : http://www.erikveen.dds.nl/rubyscript2exe/index.html will
help.
Part two : http://www.fox-toolkit.org/ and fxruby http://www.fxruby.org/
for example will do it. There are some more, but i like fox/fxruby.
(even though i had a few problems with it recently…
)
Marinho