I had the same problem when working on a confined environment. A nice workaround is to download the gem that you are interested in a usb stick and then install it manually.
This is the website where you can find all available ruby gems. Ruby gems download. Find the one you are interested and download it.
Then move the gem in a directory of your choice and cd into that from the command prompt.
I am using C:/ruby193/bin/pony-1.4.gem
Let's say that the gem we are interested in is the pony gem (smtp email).
Just type gem install pony-1.4.gem
and you should get it installed manually unless you have a restricted acc with not adequate administrative privileges.
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