By coincidence I was just looking for the same thing. Check:
links to: http://wiki.rubyonrails.com/rails/pages/UsingMigrations
It was the first thing that popped up when I googled for ‘rails
And by the way: although I’m not that fond of most other ms products, I
actually honestly vouch for sqlserver and if given the choice (and if
would be the same) I’d probably prefer it over mysql when it needs to be
deployed on an ms Windows server.