In NetBeans 6.1, after we switched to platform-per-project design, we had to disable colored, with code-completion, JRuby console. But it seems that under Windows the console still works. You might force the usage of JRuby console by passing option:
-J-Dirb.jruby=true
to the NetBeans or by adding it to the netbeans_default_options entry in the etc/netbeans.conf file.
See also Vladimir's blog entry
Note: As for all such options, the flag is rather experimental, might not work correctly and might be removed in the future, likely when NetBeans comes with full terminal emulation support.