Hi Sven, there is hope...
I'm also quite a newbie and stuck in windows xp.
I started with trying RadRails but got more confusion and errors than help from it, so I got rid of it.
Since I follow a lot of Ryans Railscast, and I thought it would be cool to have something similar to Textmate. And there is this http://www.e-texteditor.com/ which is a Textmate lookalike for windows.
You can get a Railscasts.tmTheme to your E which will give an exact copy of the color theme that Ryan uses.
I will also have a look at RubyMine, I suspect it'll be the thing for the future. I know that their (JetBrains') IDE for java, IntelliJ, is a very sharp device, hopefully RubyMine will go the same way.