Unlike on UNIX based systems, installing and configuring RVM on a Windows machine properly in order to be able to use the new possibilities in Drupal's Omega 4 theme could become a difficult task. But running that process through the cygwin environment makes it possible.

Installing cygwin and required dependencies

Make sure you install the 32-bit version of cygwin, as otherwise you could get errors when trying to compile your ruby when installing it through rvm. So Install cygwin with following packages and their dependencies:

This is an alternative way to get Drush running on a Windows 7 system using the Cygwin environment. There is existing documentation on installing and running Drush using GnuWin tools and the native Windows shell at: http://drupal.org/node/594744