gain weight can b as hard as lose weight

i've been naturally skinny for as long as i can remember.
very sad when there are people who laugh at me and taunting about my body shape.
First, i was very offended by those byword, especially family members.
i hate being skinny!!
sometime i just wanna cry when i heard "look, she's so skinny..!" or "why u look so skinny?"
it make my confident level go way down. how dare!! OMG!!
apart from that, i dont fit into a lot of clothes. a lot of things just dont look right on me. it's no fun!! everything is limited. even XS size also didnt properly fit on me! urghh! i think all this factors are slowly turning me into the kind of beauty obsessed mirror. it kinda make me wanda how "lucky" if i can be like aishwarya rai *ngee* not to skinny and not to plumpy.. just nice.. *dreaming!!*

can i get that figure? uhhh... i did lots of research about how to gain weight... and many of it tell this:
1- eat : more calorie 6 time a day.. dont skip meals..
2- water : drinks lots of milk..
3- weight lifting : to build muscle
4- supplement : to increase calorie n restore energy

"supplement"... i've tried many times but did not succeed. very sad.. i tried many products and spent a lot of money but still does not work.

how!!!??? help me!!!