[Jekyll] error installing Jekyll

Background : Intall Jekyll.
Jekyll is a free software written in Ruby, it can tranform plein text, I mean sometimes the text can be a feed, into static websites and blogs.
I want to, of course trying with the fresh things, tranform my wordpress blog to a github one, sounds great.

Error :
You know the development does not have the favorable wind all the way, first time I tried it, I got an error. And this error appears not only in Mac, but also in Ubuntu.