Hopefully you've been able to resolve this already, but if not, can you post some more details about your operating system and version. The more information you share about the issue and your environment the easier it will be for folks to help.
Can you please also run the commands
and post the output.
I will take a complete shot in the dark and guess that you're running Debian or Ubuntu Linux and using the system ruby version. If that's the case, you probably need to install the Ruby header files. Which can be done with
sudo apt-get install ruby-dev
Hope that helps and if not, let's keep working on it.