Higher lower game in Ruby
A couple of minor things:

First of all the convention in the ruby world is to use 2 spaces for indentation, not 4. It doesn't really matter much, but it's generally easier to use the style conventions that everyone uses unless you have a reason not to.

range = (0..10)


You don't actually need the parentheses here. Parentheses are not part of range syntax - the reason you usually see ranges wrapped in parentheses is that you can't call methods on ranges without them (because 0..10.foo would be interpreter as 0..(10.foo)).

to_guess = range.min + rand(range.max - range.min)


You should use begin and end or first and last instead of min and max. In ruby 1.8.7 min and max are inherited from Enumerable and will iterate the entire range in order to find the minimum/maximum, making them O(n). Only in 1.9 (in 1.9.2 at least) they're overridden to work in O(1) time. begin and end work in O(1) time in all ruby versions.

I would also consider putting this into its own method as it seems like it might come in handy more than once.

while !guessed


I would write that as until guessed as that reads a bit nicer to me.