Ruby: “OpenSSL is not installed.”

I was trying to connect to a web service when I ran into this error:

jedwards@dapper:~/temp$ wsdl2ruby.rb --wsdl https://mysite.com/service?wsdl
F, [2006-11-06T09:45:27.310849 #21715] FATAL -- app: Detected an exception. Stopping ...

Cannot connect to https://mysite.com/service?wsdl (OpenSSL is not installed.) (RuntimeError)

On Ubuntu, to fix this run sudo apt-get install libopenssl-ruby.