JRuby

Download and unzip jruby from http://jruby.codehaus.org/
Unix
- Move the unzipped directory to a desired place on the system (eg. mv jruby-1.1.6 /usr/share)
- Create a symbolic link to allow multiple jruby installations on the system (cd /usr/share; ln -s jruby-1.1.6 jruby).
- Create a symbolic link from /usr/bin/jruby to /usr/share/jruby/bin/jruby (or add /usr/share/jruby/bin to the system's path).
Windows
- Move the unzipped directory to a desired place on the system (eg. C:\Program Files\jruby-1.1.6)
- Set the JAVA_HOME environment variable to the root level of your JDK installation (eg. C:\Program Files\Java\jdk1.6.0_07)
- Set the PATH environment variable to include the directory where the jruby program lives (eg. C:\Program Files\jruby-1.1.6\bin)
Download the Ruby Development Tools Eclipse Plugin from Aptana (Enter [1] into the Help->Software Updates->Add Site, and then choose only Ruby Development Tools to install).
Set the JRUBY_HOME environment variable to the root of the jruby directory; some applications use this at runtime in order to locate jruby.jar.

Wrapping a Java App as a Windows Service - Java Service Wrapper, the Apache Commons project 'jsvc', the Apache Commons project 'procrun'.
[2] - Specify a jar's classpath in the enclosed Manifest.txt.