You're not getting Rails installed at all, its installing something called "rails_analyzer" instead. This is an issue with RubyGems (the Ruby package manager).
I'm not sure why this is happening to you and not to me, but I'm sure there is a way to force it to install the latest version of Rails (which is now 0.13.1 rather than 0.9.4).
Unfortunately I'm enroute to San Diego for the Ruby Conference so I can't be of much help at the moment. I'll post another response in the next day or so when I have a better answer for you.