Versions after 1.9.x, do the following:
Close all Command Prompt windows to avoid locks.
Close all Windows Explorer windows to avoid locks.
Control Panel > System > Environment Varables > remove any paths in the PATH environment variable that have installations of Ruby.
Control Panel > Programs and Features > Uninstall any Ruby Installer apps listed.
Delete the Windows folders where installed.
Version 1.9.x or before:
Don't use the Control Panel > Programs and Features > Uninstall option. Instead, find the installation folder, and run "unins000.exe". If you don't, and try initializing other versions of Ruby, it will give you an error like below. If the folder is gone, re-install, and then run the "unins000.exe" file.
C:\row\devkit>ruby dk.rb install
[ERROR] Skipping invalid directory 'C:/Ruby193'
[INFO] Updating convenience notice gem override for 'C:/row/Ruby21'
[INFO] Installing 'C:/row/Ruby21/lib/ruby/site_ruby/devkit.rb'