Some firewalls block outbound connections to prevent viruses and other bad programs to connect to their friends, unless the program initiating the connection is "white-listed" manually. This "white-list" is based upon the full path to the executable. RubyScript2Exe installs Ruby and the application in a temporary directory in %TEMP%, before starting it. This directory is something like $HOME/.eee/eee.application.243 or %HOME%\eee\eee.application.342. The number part changes every time you start the application. This is not good if you want to "white-list" the program, because ruby.exe is started from another directory every time. To prevent this, you can set RUBYSCRIPT2EXE.tempdir= to the directory name that will be created in %TEMP%:
require "rubyscript2exe"
RUBYSCRIPT2EXE.tempdir = "myapplication"
Now RubyScript2Exe will use $HOME/.eee/myapplication or %HOME%\eee\myapplication every time the program is started. This has a drawback: A second instance of the program tries to install itself in the same directory. It fails to do so, because the directory already exists. It gets even worse when the first instance of the application dies unexpectedly and fails to cleanup its own temporary directory: You won't be able to start the application anymore, unless you remove the temporary directory manually or wait for the OS to do so.