First of all I installed the gem and ruby packages from the Ubuntu repos:
sudo apt-get install rubygems ruby
I decided to perform te remaining installation steps from gem (which, by the way, is a good tool to install ruby packages, something like apt):
sudo gem install rails
sudo gem install rake
sudo gem install rack -v=1.0.1
By default Redmine runs on top of mySQL, but I prefer PostgreSQL as RDBMS so I followed the Redmine wiki instructions to configure PostgreSQL as backend.
sudo gem install pg
Here I got the first problem as a native library I haven’t installed on my PC was required, but the outputted message was unclear: something regarding a missing pg_config parameter or command.
After some search I discovered pg_config is a command line utility available through the Ubuntu repositories, so the problem is easily solved running:
sudo apt-get install libpq-dev
Now the previous installation command should finish properly and you can continue with the instructions available on the Redmine wiki.
Once started the WEBrick server I started playing with the web application but I encountered another problem: the OpenLDAP integration. I entered all the parameters in the fields and get a succesfult connection test but I was unable to log into the system with OpenLDAP accounts: I discovered the problem was I entered too much informations in the LDAP Authentication definition!
Strange but solving: in the Redmine LDAP Authentication definition page you MUST NOT insert any credentials (I was erroneusly populating those fields with LDAP administrator credentials) but leave those fields blank and voilà, LDAP integration works!