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If you can't gain by eating, look very carefully at what and when you eat. You may need to eat more or less frequently, or choose foods that are calorie dense. Liquids don't fill you up as much as solid foods, so juices and smoothies may help. A registered dietician can help you plan a weight gain diet. For exercise, you should be doing only muscle building weight training. Try working your whole body two or three days a week. Concentrate on big muscle exercises and sets of eight to twelve reps. Lastly, ask your doctor to check your thyroid. Thyroid problems are not common with young men, but it's worth checking out.