If you want to put on more 'weight' then I suggest you build more muscle because muscle weighs more than fat.

Try weight lifting... Look for Bryan J he's very knowledgeable about that sort of thing.

If you don't want to weight lifting try HIIT (High Intensity Interval Training). It gives you the combo of strength training with cardio... So you burn off fat and build muscle.

I built my HIIT workout (20x10) from exercises I found here and at ab-workouts-guide.com. I've been doing this exercise for about 2 months now and I've put on 10 lbs of muscle. I'm a fairly thin guy so this is hard for me.

Good luck and God Bless!