The best way to gain weight is by eating more food and training. If you are looking to join the Royal Marines you will definitely need some sort of fitness level before you join never mind the weight requirement.
I would advise you start a gym routine, eat plenty of protein, and load up on the carbs. If your a decent height and you weigh 57KG you definitely won't have an issue of gaining loads of fat if your smashing the calories. Rather than buying a protein shake with low calories you would probably be better off consuming a mass gainer (higher calories, more carbs, high amounts of protein). Take a look on myprotein for some products.
As noted above its going to take you a few months to put on some decent weight. Stick with it and you'll see progress.