[Rails] How do you download a file from the web and save it locally?

I'm trying to learn Ruby.  A task I'm trying to do is download a file from the web and save it locally.

I'm looking at http://ruby.bastardsbook.com/chapters/io/ and trying to implement the solution in the "Exercise: Copy Wikipedia's front page to a file using block notation" section, but it's not working for me.  The error message I get is:

/home/jhsu/.rvm/rubies/ruby-1.9.3-p385/lib/ruby/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require': cannot load such file -- rest-client (LoadError)
    from /home/jhsu/.rvm/rubies/ruby-1.9.3-p385/lib/ruby/site_ruby/1.9.1/rubygems/custom_require.rb:36:in `require'
    from test.rb:4:in `<main>'


What am I missing?  Would another approach be better?

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