1. Install all of the required dependencies.
$ sudo apt-get install autoconf bison build-essential libssl-dev libyaml-dev libreadline6-dev zlib1g-dev libncurses5-dev libffi-dev libgdbm3 libgdbm-dev
2. Go to www.ruby-lang.org/en/downloads and download the latest stable version.
3. Assuming you've saved it into downloads, extract the tar archive.