Or, you may download the file.
One of the easiest ways to get started with Ruby on Rails is to use the online service Heroku. Heroku provides a web-based interface that makes it easy to get started without worrying about installation or configuration issues, and can also support importing, exporting, and synchronizing applications with other environments when you get there.
This screencast demonstrates what you need to get started with Heroku, using examples from Chapters 2 and 5 of Learning Rails. The first example is a relatively simple Hello World that starts from the view and then moves to the controller. The second example uses Rails scaffolding to build a simple REST-based application that stores names in a database, showing how Heroku handles data storage without much effort on your part.
Heroku is in beta, and presently free. I hope it'll stay that way, as it's a great way to get started in Rails without having to worry about some of the trickier bits. It's also interesting in part because it runs on Amazon's EC2 Web Services, out in the cloud, and it can host your application on that cloud as well.
There's one minor glitch in the screencast: I really should have named the first example hello001 instead of guestbook001 to be consistent with the files in the sample code download. I also still have kind of a cold...
For more screencasts and information about Rails and Learning Rails, see Excursions on Rails.