Thanks Jamis, Tom, Josh, Ara...
"The details are in the -devel."
This little test now works:
$ ruby -ropenssl -e "p OpenSSL::PKey::DH.instance_method(:g)"
#<UnboundMethod: OpenSSL::PKey::DH#g>
And here's what that little script is doing now:
$ ruby ssh1.rb
/usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh/openssl.rb:80:in `initialize': Neither PUB key nor PRIV key:: header too long (OpenSSL::PKey::RSAError)
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh/openssl.rb:80:in `new'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh/openssl.rb:80:in `load_private_key'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:196:in `load_key'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:193:in `each'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:193:in `load_key'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:121:in `open'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:121:in `each'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:121:in `open'
from /usr/local/lib/ruby/gems/1.8/gems/net-ssh-0.0.3/lib/net/ssh.rb:67:in `start'
from ssh1.rb:7