How to set Ruby’s load path externally

See the “Ruby and Its World” chapter from The Pickaxe Book, specifically the section on environment variables. Excerpt:

RUBYLIB 
  Additional search path for Ruby programs ($SAFE must be 0).
DLN_LIBRARY_PATH
  Search path for dynamically loaded modules.
RUBYLIB_PREFIX
  (Windows only) Mangle the RUBYLIB search path by adding this
  prefix to each component.