Unlike the rest of the people answering I understand what your going through. The best thing we can do is to try and eat as many healthy calories as we can. But i'm seriously considering taking a weight gainer supplement! but be careful.
Trust me, I know what's up. I had a medical condition as a baby that gives me difficulty gaining weight (both a blessing and a curse). The best thing for me is to eat healthy foods and exercise a lot to gain muscle. This will help gain weight in all the right places so you're muscular and healthy and NOT fat (:
Don't only eat junk like most people are saying. Eat three servings of meat a day. Protein really builds muscle which helps you gain weight. Eat plenty of fruits and vegetables with each meal and don't skip meals. Eat one or two snacks a day, healthy or not, and remember that skipping desert won't help, so when you go out to eat don't worry about any calories in the cake.
I know as a child I had to gain weight and I was told to drink protein shakes. They helped a lot. Also try eating foods that have high protein. And talk to your doctor for other tips. And in order to gain weight you have to eat more often but choose foods that are healthy but full of good nutrition.
You should monitor your weight with getting skinfold measurements. It's the best way to track your progress as the trasditional 'scales' don't always reflect what is really going on. Try Millimetre Perfect in Melbourne www.millimetreperfect.com.au. They are a professional company and not like the people at the gym who don't have qualifications.