test2.rb

#!/usr/bin/env ruby
#encoding: utf-8
require 'win32/registry'

begin
    Win32::Registry::HKEY_CURRENT_USER.open("SOFTWARE\doesnt_exist") do |reg|
    end
rescue Win32::Registry::Error => e
    message = e.message
    puts message.encoding
    puts message
    puts message.inspect
    puts message.force_encoding("windows-1257")
end