Up until I got real sick and was hardly eating, this is how I gained weight.
My older sister works for a protein company called BNRG, they sell protein shakes / bars, I never cared for the shakes, but the protein they use is broken down very far, and is easily absorbed. The guy who created it made it for his kid who had some sort of digestive disease. I eat several of the protein bars throughout the day along with regular meals. If you go to any fitness training facility they will all tell you the same eat several small meals a day. I was eating 8-9 times a day, this helps your body absorb more of the food. I tried the high calorie/fat calorie diets the cf nutrition people recomended for years. It never let me get over 120 lbs, that was my average weight from about 17 years old - 28 years old. I ate about a 2,500 calorie diet, then added in the protein bars and it has since helped me maintain an average weight of about 135-140 lbs.