Note : This actually does work on a GSE Linux box as well.
First, prepare your system with all the libraries needed for Ruby / RVM. You will need to pay attention to the output from aptitude as it resolves the various dependencies. You may or may not have conflicts depending on your specific system setup. Make sure that you agree with what aptitude is about to do before proceeding.
sudo aptitude install build-essential bison openssl libreadline6 libreadline6-dev curl git
sudo aptitude install zlib1g zlib1g-dev libssl-dev libyaml-dev libsqlite3-0 libsqlite3-dev
sudo aptitude install sqlite3 libxml2-dev libxslt-dev autoconf libc6-dev ncurses-dev subversion
Next, install rvm :
bash < <(curl -s https://rvm.beginrescueend.com/install/rvm)
Open a new shell in order to get rvm on your path. The install already modified your .bashrc for you.
Now install ruby itself :
rvm install 1.9.2
Make ruby 1.9.2 the default...
rvm use 1.9.2 --default
Install the gems necessary to run the Heroku client:
gem install rest-client mime-types launchy heroku
Test your installation:
heroku login
heroku apps