The default install location is c:\ruby193 (version number dependent on version, of course), but this is a protected location in modern Windows (vista/7, probably 8 too but I've not checked). Programs go into Program Files, so changing this location to "Program Files\Ruby\1.9.1" or, on 64 bit systems, "Program Files (x86)\Ruby\1.9.3" would be more in line with how windows programs are supposed to install themselves (program files -> company name, if relevant, usually isn't -> product name -> version, if installing a program that allows concurrent version installations)