the way extconf.rb is written, installing the gem fails quite often, even though libzmq and headers are installed in well known places.
$ ruby extconf.rb
checking for zmq_init() in -lzmq... no
extconf.rb:25: Couldn't find zmq library. try setting --with-zmq-dir=<path> to tell me where it is. (RuntimeError)
$ locate zmq.h
Having to specify --with-zmq-dir is a nuisance, especially in combination with using bundler.
I'm going to submit a patch.
should install automagically on most platforms now fixes #10
without resorting to --with-zmq-dir=<path>, which is painful to use with bundler