This problems sounds similar to mines. I'm currently 7 stones and 5ft'5.
You have to eat things with high calories, like raisens, peanut butter, turkey, pasta, rice, etc. There is a list thing on the internet, where you can look at what calories it is for each foods you eat. You need to consume 2800 to 3200 calories per day. Just, split those calories up into 5 to 6 meals per day every 2 1/2 to 3 hours.
With that food regime, you will have to exercise something like doing weights. This will result in the breakdown of muscle fibers forcing your body to repair itself and add slightly more size (weight) to those muscles.
The weight gain won't happen over night, but there should be weight gain occuring. Once you made these changes, you will have to keep it up.
I have given up on doing this because I couldnt keep up with the lifestyle changes I needed to make to gain weight. So yeah, I could do with a little more weight on me, but I'm happy the way I am.