Getting error: ..."in 'require': No such file to load -- socket (LoadError)

[Ruby Ruby]

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I am trying to run a program that has: require "socket" at the beginning.
I am getting the error:

pgm.rb:1:in 'require': No such file to load -- socket (LoadError)

This is under AIX and it happens under 1.8.0 and 1.8.1.
I think it got to be perhaps a path issue.

Could anyone help?

Thank you