RubyScript2Exe transforms your Ruby script into a standalone
Windows or Linux executable. You can look at it as a
"compiler", for it collects all necessary files to run your
script on an other machine.
AllInOneRuby creates an Windows or Linux executable that
includes both the Ruby interpreter and the runtime libraries.
Why? Because it's sometimes not easy, or allowed to do a
complete Ruby installation. That's where AllInOneRuby comes in.