First install the libyaml
wget http://pyyaml.org/download/libyaml/yaml-0.1.4.tar.gz
tar xzvf yaml-0.1.4.tar.gz; rm yaml-0.1.4.tar.gz
cd yaml-0.1.4/
./configure --prefix=/usr/local
make
sudo make install
Reinstall latest version
wget http://ftp.ruby-lang.org/pub/ruby/1.9/ruby-1.9.3-p194.tar.gz
tar xzvf ruby-1.9.3-p194.tar.gz; rm ruby-1.9.3-p194.tar.gz
cd ruby-1.9.3-p194/
./configure /
--prefix=/usr/local /
--enable-shared /
--disable-install-doc /
--with-opt-dir=/usr/local/lib
make
sudo make install