In order to build the gem you need to have Joe installed.
The full README is located at http://github.com/djanowski/joe,
but if you're in a rush this is the list of things to do:

  $ sudo gem install rubyforge
  $ rubyforge setup
  $ rubyforge config

  $ sudo gem install thor
  $ thor install http://dimaion.com/joe/joe.thor

And finally,

  $ thor joe:release