The biggest hurdle with Rails on Windows is that when things go wrong (and often in subtly different ways with different solutions to when things go wrong on OSX and Unix), the quality of help just isn't the same. Overcoming that is a harder barrier than the initial installation, which this certainly seems to significantly improve.
The most useful Windows installer I found for RoR (and I'm far from a Windows detractor) was this one: http://www.ubuntu.com/desktop/get-ubuntu/windows-installer