This article is oriented towards Mac OS X systems.

The first application you will need is rbenv. It allows to isolate ruby version on a local system, and to make different version live together.

Install: brew install rbenv

For paths to be correctly taken into account, you will have to add the following command to the config file of your shell: eval "$(rbenv init -)", see the documentation at https://github.com/sstephenson/rbenv

You can then check which ruby versions are installed on your system with:
rbenv versions

To install a new, you can get the installable versions with :
rbenv install --list

Install a version with:
rbenv install <version>

Set it to be used globally on the system with:
rbenv global <version>

To install jekyll, use gem:
gem install jekyll

Note to www.cemosis.fr users (06/11/2015): To locally serve the cemosis website with jekyll serve, you need to install a jekyll version prior to 3.0.0 with:
gem install jekyll -v=2.5.3
As of 06/11/2015, version 2.5.3 is working.