I read some previous posts but most people never replied back with the results of their command prompt.
Before I got to this point I tried 2.0 p648 and 643. I saw another post that said 645 so I uninstalled every version of Ruby and got that one.
Also this command was at first telling me I needed a DevKit so I found a Ruby 2.0 one and got that installed.
Now it got to the building native extensions part but there's another error.
I tried downloading sqlite3.h which came in the amalgamation zip and I got the binary zip but this error message stays the same. I'm not sure why it says I don't have that file. I thought maybe its the wrong place so I moved it around a bit but the error isn't changing.
OS is Windows 7

Anyway that's where I'm at now and this is the result I get when I run the string from the command line

Code:
C:\>c:\ruby200\bin\gem.bat install sqlite3 --source http://rubygems.org --no-ri --no-rdoc
Temporarily enhancing PATH to include DevKit...
Building native extensions.  This could take a while...
ERROR:  Error installing sqlite3:
        ERROR: Failed to build gem native extension.

    c:/Ruby200/bin/ruby.exe extconf.rb
checking for sqlite3.h... no
sqlite3.h is missing. Install SQLite3 from http://www.sqlite.org/ first.
*** extconf.rb failed ***
Could not create Makefile due to some reason, probably lack of necessary
libraries and/or headers.  Check the mkmf.log file for more details.  You may
need configuration options.

Provided configuration options:
        --with-opt-dir
        --without-opt-dir
        --with-opt-include
        --without-opt-include=${opt-dir}/include
        --with-opt-lib
        --without-opt-lib=${opt-dir}/lib
        --with-make-prog
        --without-make-prog
        --srcdir=.
        --curdir
        --ruby=c:/Ruby200/bin/ruby
        --with-sqlcipher
        --without-sqlcipher
        --with-sqlite3-config
        --without-sqlite3-config
        --with-pkg-config
        --without-pkg-config
        --with-sqlcipher
        --without-sqlcipher
        --with-sqlite3-dir
        --without-sqlite3-dir
        --with-sqlite3-include
        --without-sqlite3-include=${sqlite3-dir}/include
        --with-sqlite3-lib
        --without-sqlite3-lib=${sqlite3-dir}/


Gem files will remain installed in c:/Ruby200/lib/ruby/gems/2.0.0/gems/sqlite3-1
.4.1 for inspection.
Results logged to c:/Ruby200/lib/ruby/gems/2.0.0/gems/sqlite3-1.4.1/ext/sqlite3/
gem_make.out