It’s quite easy. Make sure you have RubyGems and Ruby installed first, of course.
The problem:
$ sudo gem install hpricot
Building native extensions. This could take a while...
ERROR: Error installing hpricot:
ERROR: Failed to build gem native extension.
/usr/bin/ruby1.8 extconf.rb
extconf.rb:1:in `require': no such file to load -- mkmf (LoadError)
from extconf.rb:1
The solution:
sudo apt-get install ruby1.8-dev build-essential
sudo gem install hpricot