mkdir tmp
cd tmp

wget http://ftp.gnu.org/gnu/readline/readline-5.2.tar.gz
tar zxvf readline-5.2.tar.gz 
cd readline-5.2
./configure --prefix=/usr/local
make static
sudo make install-static
cd ..

wget ftp://ftp.ruby-lang.org/pub/ruby/1.9/ruby-1.9.1-p0.tar.gz
tar zxvf ruby-1.9.1-p0.tar.gz 
cd ruby-1.9.1-p0
./configure --program-suffix=-1.9 --with-readline-dir=/usr/local --prefix=/opt/ruby1.9 --enable-shared
make
sudo make install
cd ..

wget http://rubyforge.org/frs/download.php/45906/rubygems-1.3.1.tar.gz
tar zxvf rubygems-1.3.1.tgz
cd rubygems-1.3.1
sudo /opt/ruby1.9/bin/ruby-1.9 setup.rb
cd ..