just_add_watir

A previous post highlights some ways in which you can install watir from behind a proxy server via the command line.

This approach can be problematic when using authenticated proxy servers. The following file is a simple MSI which will install Watir 1.5.6 with its required dependencies. The pre-requisites for this MSI are:
1. Ruby 1.8.6 installed to c:\ruby
2. Windows XP SP2 (I have not tried this on Windows Vista)

Download MSI

Note: this is not the preferred way of installing Watir and as such I cannot offer any guarantees on its success.