It's better to be a little underweight than overweight: remember I said a little! If you really think you need to gain weight eat more calories but don't go hog ( get it? Haha ) wild on the junk food. Eating crap is bad for anyone. Milk shakes and other high fat high sugar stuff is ok sometimes but not too much. Eat healthy. In your profile pic you look fine. Maybe you don't really need to gain weight.
dont know how old you are- but i think it's always better to have to gain a few lbs than lose because if you were to become ill down the line, you'd need that bit of extra weight to fall back on-just try eating hi calorie bit healthy and the previous suggestion on drinking ensure was a good one.