RVM is not a function message when using fish shell

Question

I'm trying to use rvm from within the fish shell

rvm gemset use rails3

I'm getting the following error message from fish

RVM is not a function, selecting rubies with 'rvm use ...' will not work.

You need to change your terminal emulator preferences to allow login shell.
Sometimes it is required to use `/bin/bash --login` as the command.
Please visit https://rvm.io/integration/gnome-terminal/ for an example.

The same command works fine from Bash.