I have a similar same problem on FreeBSD 8.1 but I also have
require 'rubygems'
require 'ffi'
at the top of the Ruby file I am running.
--Allan
<internal:lib/rubygems/custom_require>:29:in `require': no such file to load -- ffi (LoadError)
from <internal:lib/rubygems/custom_require>:29:in `require'
from /home/kosmos/.rvm/gems/ruby-1.9.2-p136/gems/ffi-rzmq-0.7.2/lib/ffi-rzmq/wrapper.rb:1:in `<top (required)>'
from <internal:lib/rubygems/custom_require>:29:in `require'
from <internal:lib/rubygems/custom_require>:29:in `require'
from /home/kosmos/.rvm/gems/ruby-1.9.2-p136/gems/ffi-rzmq-0.7.2/lib/ffi-rzmq.rb:71:in `block in <top (required)>'
from /home/kosmos/.rvm/gems/ruby-1.9.2-p136/gems/ffi-rzmq-0.7.2/lib/ffi-rzmq.rb:70:in `each'
from /home/kosmos/.rvm/gems/ruby-1.9.2-p136/gems/ffi-rzmq-0.7.2/lib/ffi-rzmq.rb:70:in `<top (required)>'
from <internal:lib/rubygems/custom_require>:33:in `require'
from <internal:lib/rubygems/custom_require>:33:in `rescue in require'
from <internal:lib/rubygems/custom_require>:29:in `require'
from ww.rb:2:in `<main>'