I just bought a copy of Ruby Pocket Reference (O'Reilly July 2007, US$9.99). I always tend to think of these pocket reference mini-books as condensed books. So, I was surprised to see something I hadn't seen in other Ruby books before: A short section with step-by-step instructions for associating the Ruby .rb file type with the Ruby interpreter for launching scripts from the command line. This is simple to do in a Linux or Mac OS X shell (using #! shebang shell directive) but is a giant pain in Windows. Check out the instructions starting on page 5 of this book to get the gory details (and they are gory compared to the simplicity in Linux or Mac OS X).