Gaining weight is not rocket science. It's a fairly straightforward process. You eat above you caloric maintenance and pick up heavy shit (Not your grandmas pink 5-lbs dumbbells).Stop asking so many questions, and in turn receiving advice from people who just plain do not know what they are talking about, and either read this (and commit to memory):http://forum.bodybuilding.com/showthread.php?t=998224or just buy it:http://www.startingstrength.com/http://www.amazon.com/Starting-Strength-Mark-Rippetoe/dp/0976805405This will, like several other posters have said will keep you busy for AT LEAST a year.
This will also help with people trying to lose fat, you just eat at a maintenance level of calories. Women also will benefit from this more than any treadmill by leaps and bounds.