I don't agree with all the people saying to eat, eat, eat to the point of discomfort and to stuff yourself with carbs and milk. First off, what kind of weight do you want to gain, muscle or fat&water weight?!? Next, do you want to do anything that is not sustainable? Even if you get the results you want from doing this, do you really think you will be able to maintain it longterm? Do you want to fatten yourself up then have to struggle to shed the fat off later?
I would say eat a moderate amount of carbs but don't go overboard and hit the weights hard. Increase you calorie consumption, try to make a conscious effort to eat more often, larger quantities, more calorie dense food, protein, fat, ect. Eating more will increase your ability to eat more, as will lifting weight, but do it gradually and make sure that it feels natural the whole time, don't force feed yourself to the point of being in pain. Also, you can put weight on with Leangains but it will be muscle, not fat. I put on over 10 lbs on leangains while shredding more than 2 inches off my waist at the same time.