Installing RMagick on Windows

Tried out RMagick demo script by installing on Windows (Why on Windows? My project needs this platform.). At first shot, the demo script demo.rb simply doesn't work. It gave an error like this.

Can't convert String into Integer (TypeError)

Got a few iterations by uninstalling and reinstalling Ruby and RubyGem. Finally found out that it's the mismatch with RubyGem starting from version 0.9.3 onwards. So, to this moment, what I could do is to keep my gem version to 0.9.2 (Ruby at 1.8.6 is alright).