First, make sure that you have the most recent rvm. Several bugs with 2.0.0-preview1 have recently been fixed.
Second, the openssl that comes with MacOS is too old for Ruby 2.0. You need to install a newer one with homebrew or the rvm pkg command.
brew update
brew install openssl
brew install libyaml
export CC=clang
rvm get head
rvm install 2.0.0-preview1 --with-openssl-dir=`brew --prefix openssl`