First off, are you running it from windows? I had this same problem when I was first starting out, and then I discovered why you never run anything useful off windows. I suggest getting a backtrack or mandriva dual boot on your computer, makes life much easier.
Other suggestions:
Make sure your running as root/admin, when in doubt restart, and if it still doesn't work reinstall. Make sure you have all the ruby gems it needs and other dependencys, etc etc etc
Hope this helped in any way, gl hf.