How to I launch a ruby script from the command line by just its name?

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On windows, I can run my ruby script like this:

> ruby myscript.rb

but I want to set things up so that I can just do this instead?..

> myscript.rb

How do I do this? I know it's possible because I've recently moved from one PC that had this set up to a new PC that doesn't (yet).

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