I made a program in ruby (using FXRuby as well if that changes anything) and I was wondering how I would compile it so that another person could download and use the program?
You don't need to compile it you can just run it as a ruby script,
start your file with #!/path/to/your/ruby/interpreter/bin after changing it to the appropriate file and it should just launch from the command line
$ chmod +x ./my_ruby_script
$ ./my_ruby_script
However if you are devloping a full fledged application in ruby for the mac then consider using MacRuby which provides ruby-cocoa bridge. It can be found here