Q:

Installing Ruby 1.8.7 (and other stuff) manually

I don't want to rely on the one-click installer any more, and I want to learn how to install Ruby manually.  Is there a resource for this? 

A:

Download the Windows binaries for Ruby 1.8.7 here: http://www.ruby-lang.org/en/downloads/. Extract that to wherever you would like; I use C:\ruby.  Then put C:\ruby\bin in your PATH environment variable. 
Download the zlib package: http://www.zlib.net/zlib123-dll.zip and extract the zlib1.dll, rename it to zlib.dll and move it into your Windows\System32. 
Download the iconv package: http://sourceforge.net/project/showfiles.php?group_id=25167&package_id=51458.  Find and extract the iconv.dll file into your Windows\System32. 
Download the rubygems package and follow the instructions, basically extracting the package and running ruby setup.rb. 
Verify that everything works properly by trying a gem install rails, once that installs then do: rails test_project

A:

Well, if you're on a Mac I'd recommend MacPorts.  There's a good post on it here that's still valid.   
If you're on Windows and don't want to use the one-click installer you can install Cygwin and build ruby through it.  Here's a post I found.