I'm 5'11" and fairly small-framed. Was 130 lb. before I started lifting about two months ago. My weight has increased about ten pounds. I don't really look much larger, but I do look
fuller. Not sure how to explain it. Anyway, you should seriously consider working out. I actually followed /fit/'s old sticky and found a pretty good program that's helped me considerably.
Check it out. Farther down in the exercise section the guy links to a couple of exercise routines, but
this is the one I've been doing. I've seen significant strength gains and I've definitely gained more definition, but I'm still pretty small. That's where eating more comes into play. If you're looking to bulk up, you gotta eat more. The lifting will help you burn off fat and gain muscle, though. You can try a gym membership or get some dumbbells (I got some Bowflex Selecttech 552s off of Craigslist for relatively cheap, but that might still be too much for you...just decide which you'd prefer), but be sure not to hurt yourself and know your limits. I've overexerted myself before and trust me, lifting injuries are NOT fun.
I know it's tough for us little guys, but if you stick with it you'll see the results. My goal is 150 lb. by year's end. Anyway, best of luck to ya, whatever you decide to do about it.
EDIT:
Gain weight slowly and naturally by adding a few more calories to your diet, more protein, and working out a lot.
This. Don't try to bulk up too fast. I say the exact vice versa to really heavy people trying to lose weight. Don't try to change your weight too quickly. Dem stretchmarks, bro.
EDITEDIT:
One last thought...you shouldn't be doing any of this because it'll make you more attractive. While that's certainly a nice side effect, your primary goal should be a healthier body and lifestyle.