Ruby run as standalone

I have a ruby script that I want to package it up into an exe or some binary that can be double clicked to run on windows. Please show me how so I can do this again and again. The ruby script is a simple one that require "mechanize" and some File writing stuff. I am developing with a Mac book. I tried messing with warbler but I'm stuck in making it work and other ruby to .exe file didn't seem promising since I have a mac.