looks like windows make
does not support -j
switch like *nix make
does, you can separate installation in to two steps to make it working:
curl -L https://get.rvm.io | bash -s stable
rvm install 1.9.3
as you already installed rvm you can run just the second command to install ruby.
EDIT01: new error, missing file: /home/User/.rvm/src/yaml-0.1.4/config/depcomp
check if it exists and is readable
other error: /bin/sh: /home/User/.rvm/src/yaml-0.1.4/config/missing: Permission denied
EDIT02: new error, this time it looks like some bug in either how yaml is compiled on windows or just the compilation tools used, ensure you have installed autoconf, automake, gcc, libtool, make - and try again.