The first time I installed RoR, I used EngineYard’s wonderful RailsInstaller (railsinstaller.org), but for my upgrade, I wanted to go to 1.9.2, but they only had packages with 1.8.7 and 1.9.3. So instead, I just downloaded 1.9.2 and installed it.
One thing I was missing with the DevKit (which I found out through an error message when I was installing my gems again). So I installed it from http://rubyinstaller.org/downloads/ and then followed the directions on https://github.com/oneclick/rubyinstaller/wiki/Development-Kit. In the config.yml file generated, I just had to add where my new Ruby installation was (C:/Ruby192).