Usually when people say no matter how much the eat they can't gain it means they don't realise how much you actually need to eat. If you really want to put on some mass you should be lifting weights 3-5 times a week. Calories should be somewhere around 3000 per day (very hard), and protein about 1 gram per lb of body weight.

Invest in a good protein shake from your local health store. I find that if your having trouble hitting those calories, try mixing some natural peanut butter and some oats into your shake. Make sure your constantly eating throughout the day, 6-8 meals. Lots of chicken, steak, whole wheat pastas. Buy some creatine monohydrate (cheapest kind) and start taking that every morning on an empty stomache.

Make sure you are getting your essential fats. I suggest buying some Fish Oil capsules or something similear. Take around 6 of these per day (2 in the morning, 2 in the afternoon, 2 in the evening). Also, are taking any multivitmain? This is essential and the most basic thing you can do. Take at least one multi per day.

Do all of the above and you WILL gain weight.