Okay, I too was always skinny and "lifted weights" on and off but nothing worked. The truth is that I really wasn't doing enough. It wasn't untill I had a checkup after many years without one and had a wake up call when I was told my lung function was down to 23%! Believe me that scared me onto getting my act together! They also suggested that I get G-tube because I was so under weight that "even if we had the lungs chances are they would go to someone else cause the likely hood of you making it off the table is very low with you weight so low" - that's what I was told!
I can say it is possible to gain weight, and I'm talking muscle not fat or water weight naturally but it takes hard work and dedication. You have to eat loads and suppliments to help you get all the calories and protien, carbs and fats. And a key part to it is also when you eat/suppliment what. I could get into more detail but I would be all night.
One main key to it is to make realistic goals, meaning "okay I want to gain 5 pound this month" not "I want to gain 20 pounds this month" it just doesn't work that way.
And you have to keep in mind to eat like you already weigh what you want to weigh not for what you are now.
I'm coming from weighing 90 something to now fluctuating between 136-140lbs at only about 10% body fat and I'm only 5'4" tall, so I am quite muscular for my height and actually I'm training to hopefully compete in my second bodybuilding competition in April.
On the subject of steroids, assuming that you are refering to anabolic steroids I too have researched online on this from long ago when I wanted to gain weight and was struggling out all hell. There are mixed opinions on this. Obviously its gotten a bad name due to press coverage of all the bad things that's happened because of it. I've always wonderred if maybe some of them could be fine to take as long as they're taking in the right amounts and not for too long of a period. I've also came accross articles that clearly state that some are more and less harmful than others and even some that have practically no risks as long as they are not abused. To name one that I've came accross some articles on is Anavar. Apparently it has virtually no liver toxicity and is apparently sometimes given to patients with liver cirrohsis. How true that is I have no idea and I cant experiment either if I plan on competing because the organization is one for natural bodybuilding and competitors are not allowed to use steroids, heck we cant even have caffeine in our system!
I am also of the opinion from my experience that there's no "magic pill" for what you want to acheive. Simply taking steroids won't make you gain muscle mass, if that was the case every teenage boy would look like The Hulk by the time they're 20 because of the testosterone rise during puberty! The fact is we do not gain muscle mass because our bodies are not under the stress that requires it and if we are diung enough of what is required for it to stimulate muscle growth, what we actually gain is limited by our nutritional intake. Think about it, most construction workers or people that do heavy labour are more muscular that the average Joe because they are constantly lifting heavy things and they loads of food, and the right foods for their requirements.
There are natural suppliments that can help you achieve what you want but before you even try anything I'd recommend you to get the fundamentals down packed first. Get a workout plan and stick to it - and do heavy weights (obviously work your way up so you don't injure yourself). And work on eating loads of food with lots of complex carbs and protein. Believe me, after a while of working out really hard for 5 days a week your appetite will shoot up anyway. How I do it is that if I'm not sore the by the 2nd day of working out whichever body part I did then I feel I didn't work it hard enough, but that just me my gym phylosophy "Go big or go home!" meaning I must give it all I've got or I'm wasting my time. Anyway hope I've been of some help, if you need anymore advise/help just reply or e-mail me at lilmac7@hotmail.com