First install Ruby 1.8.6 or above, then:
gem install rails
gem install mongrel
gem install mongrel_cluster
gem install mongrel_service
cd D:\tools\redmine-0.9.4 (enter home directory of the Rails app)
mongrel_rails cluster::configure -e production -p 3000 -N 3
mongrel_rails service::install -N Redmine -c D:\tools\redmine-0.9.4 -p 3000 -e production
sc config Redmine start= auto
net start Redmine