How about you gain weight via exercise? Also, go to a dietician if you must, but find out how many calories you should be eating and go from there. Eating fats have much more energy per gram than protein and carbohydrates, so there's a start. Find foods which are healthy yet still high in fats such as nuts, avocado, etc. You don't want to be gorging yourself on highly processed foods as these will give you trouble in the long term.
I am currently losing weight and doing it by simply eating naturally low fat , whole and low GI foods. Now you can still eat whole foods as they are cleaner and better for you in the long term, you can decide if low GI foods will help you or not. Generally Low Glycemic Index foods give an even release of sugar when digesting. This can help 'dieters' store less fat, but it also allows the carbohydrates you consume to be utilised by the body. I have also found it helped me with headaches, dizziness, tiredness and moods.
I believe that gaining weight for people who just do not have impulse to eat requires the same amount of education that people who are overweight require. Where I must tell myself when to stop eating and what to eat, you must tell yourself when you must eat and what to eat (at a guess). You have to stick with your routine and be conscious of what you consume. It's enough for a fat person to say "well I exercised once, where's the change? - better go binge because that sure as hell didn't work" but what about when you say "I can stuff my face all i wont and nothing changes". Similar sort of thing, eh? Stick with it.