I'm having problems getting thin working on my Windows 7 machine (I've already installed eventmachine v0.8.1):
>
gem install thin --ignore-dependencies
checking for main() in -lc... no
creating Makefilemake
'make' is not recognized as an internal or external command, operable program or batch file.
Are there not meant to be precompiled binaries available for thin?
Apparently, there aren't any pre-built binaries.
You will need a C compiler installed. If you installed Ruby via the RubyInstaller, that is going to be really easy, if you used the One-Click Installer, it's goint to be a PITA.
See also: problems installing thin on Windows, which contains an answer by the RubyInstaller and One-Click Installer maintainer.