ruby uses batchfiles with 'cmd' extension.
gem creates batchfiles with 'bat' extension.
`gem install rails` does the following in Windows (not Cygwin):
1. Run `gem.cmd install rails` on cmd.exe
2. gem.cmd runs `ruby.exe -x gem install rails`
3. `rails` gem is installed.
`rails.bat` is created in the same directory
where ruby.exe and gem.cmd reside.