Problem using gem

I have ruby 1.8 installed on my windowsXP , I have also installed couple
of gems which I need, but I get this error with every single gem I try
to load
(forexample rgl library in this case)

C:/rubyo/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:31:in
gem_original_r equire': no such file to load -- .rgl (LoadError) from C:/rubyo/lib/ruby/site_ruby/1.8/rubygems/custom_require.rb:31:inrequire’ from main.rb:3

My simple main.rb file :

require 'rubygems'
require  'rgl'
puts "Hello world"

output of " gem env "

RubyGems Environment:
  - RUBYGEMS VERSION: 1.3.1
  - RUBY VERSION: 1.8.6 (2008-08-11 patchlevel 287) [i386-mswin32]
  - INSTALLATION DIRECTORY: C:/rubyo/lib/ruby/gems/1.8
  - RUBY EXECUTABLE: C:/rubyo/bin/ruby.exe
  - EXECUTABLE DIRECTORY: C:/rubyo/bin
  - RUBYGEMS PLATFORMS:
    - ruby
    - x86-mswin32-60
  - GEM PATHS:
     - C:/rubyo/lib/ruby/gems/1.8
     - D:/Documents and Settings/Sepehr/.gem/ruby/1.8
  - GEM CONFIGURATION:
     - :update_sources => true
     - :verbose => true
     - :benchmark => false
     - :backtrace => false
     - :bulk_threshold => 1000
  - REMOTE SOURCES:
     - http://gems.rubyforge.org/

what am I not doing? what’s wrong?