"wirble"; is a nice gem that does the job :)

1. install the gem

> gem install wirble
Successfully installed wirble-0.1.2
1 gem installed
Installing ri documentation for wirble-0.1.2…
Installing RDoc documentation for wirble-0.1.2…

2. start irb

3. load the gem in irb
require ‘rubygems'
require ‘wirble'

Syntax highlighting seems to be borked for MS powershell and the vista command promt, tab completion works like a charm though.
You can have irb automatically load wirble by adding the stuff from 3. to your /.irbrc