I recently bought RubyMine and am in the process of installing it on all of my development machines. This is the easiest way I've found to manage that install process in a fast manner and having a menu entry.
First you need to actually download RubyMine-6.3 (at this time) which you can get from http://jetbrains.com/ruby/ .
After downloaded, you're ready to begin
cd /opt/ sudo tar -xzvf ~/Downloads/RubyMine-6.3.tar.gz sudo ln -s RubyMine-6.3 RubyMine
This will extract RubyMine to your /opt directory, and create a symlink to RubyMine so that the .desktop file will always point at an unversioned directory to find the Icon and Binary files.
When this process is completed, cd to ~/.local/share/applications/ and create a new file: RubyMine.desktop
Put the following code in it.
[Desktop Entry] Hidden=false Exec=/opt/RubyMine/bin/rubymine.sh Icon=/opt/RubyMine/bin/rubymine.png Type=Application NoDisplay=false Version=6.3 StartupNotify=false Categories=Development Terminal=false Name=RubyMine Icon[en_US]=/opt/RubyMine/bin/rubymine.png Name[en_US]=RubyMine
Then you will find your entry in your XFCE > Development menu.