You don't want to distribute JRuby's executable, or your ruby code. To release, what you want to do is to compile your program and all its dependencies (including JRuby's jar file) into a single jar using something like warbler. This also acts as a layer of obfuscation, since JRuby produces code that generates classes dynamically, so it will all look very ugly to the human eye.

Oh I see, thank you!

You can download the complete JRuby JAR, which will run happily anywhere you have a JVM.