Ubuntu Dapper will only install ruby as high as 1.8.4 which is not ideal sometimes. To upgrade an existing ruby installation to 1.8.6 do the following.
Even if you had rubygems you need to install it and all your gems! Again.
Now this is where you need to do a little fix. Openssl will not work out of the box and some application need it so you should just set it up now.
Note: If apt-get libssl-dev complains about a not found run: sudo apt-get update