Well, you've just given me the kick in the pants to finally get around to adding support for TextMate .tmproj projects. And unlike TextMate, we don't have an automagical "open this directory as a temporary project" feature.
But in the meantime, it's pretty easy to set up. Just go to Project > New, and select Ruby from the project types list. Enter a project name and the location, and click OK. The new project will be created (.vpj file), and you'll be presented with a dialog asking to add your files. Use "add tree" and select the root of your project structure. Be sure that the recursive option is checked.
By default a folder named "Source Files" will be created to hold all your .rb files. But I'm guessing you probably want the full directory structure view. Just highlight the project node in the project tool window, right click, and select "Auto Folder > Directory View" from the context menu.