When installing the ruby version 1.9.2 through rvm on an Ubuntu box, you might get and error related to the zlib lib. The simple solution is to uninstall the ruby 1.9.2 version. After that, you should install zlib using rvm, as follow:

$ rvm package install zlib
$ rvm remove 1.9.2
$ rvm install 1.9.2 --with-zlib-dir=$rvm_path/usr

This should fix your zlib error.

More information: rvm website.