ERROR:  Could not find a valid gem 'sass' (>= 0), here is why:
          Unable to download data from http://rubygems.org/ - Errno::EACCES: Per
mission denied - connect(2) (http://rubygems.org/latest_specs.4.8.gz)

This is work for me. Try this...

gem source -a http://rubygems.org/

answer y to the question "Do you want to add this insecure source?"

then you can use command...

gem install sass

http://stackoverflow.com/questions/16136006/install-sass-using-gem-on-windows-8