cant install rails in windows when behing a proxy

I am trying to experiment with rails on windows at work. At work we sit behind a proxy I think that is why following command is not working.

How can I set HTTP proxy environments from windows command line?

C:\>gem install rails
ERROR:  http://gems.rubyforge.org/ does not appear to be a repository
ERROR:  could not find gem rails locally or in a repository

From serverfault josh

• Either use the set command to set the HTTP_PROXY environment variable, or use the --http-proxy argument to gem.

  From Ignacio Vazquez-Abrams