I drink LOADS of wholemilk as it is. I wouldn't say gallons but a good 4 pints.
Just had 3 eggs. Done some more chinups and pressups.
If I don't look like Hulk Hogan by tommorow I am blaming you.
Dude, the problem right now is that you not eating anywhere near enough to put on weight. Others are suggesting doing squats, etc. IMO that is totally wrong at this stage. By all means goto the gym and keep eating what you are eating. Before long, you will actually lose weight and rather than add muscle, you will lose muscle and whatever fat you have left.
You might end up looking like this:
In order to get bigger, you need to increase your weight. To do this you need to ingest more calories than you expend. Its a simple formula that works EVERYTIME. Now, if you dont start eating more and do lots of gym work, as crazy as it sounds, but you will lose weight and become even thinner (see pic above).
If gaining weight is important to you, I suggest you start eating more (try and make it healthy) and dont concentrate on exercise. When you find you are gaining weight (probably fat and muscle), that is the point that you may now begin to start training, confident in the knowledge that at the very worst you will not lose weight and go back to being stick thin and at best you will gain muscle.
I have a friend with exactly your physique. He is about 25 now and has not changed at all in the 9yrs Ive known him. He is stick thin. I even advised him once to drink NLarge2, by ProLab, which he did. The problem was that he also took up cycling at the time and actually became thinner as result (while on NLarge2). Its not easy changing your eating habits.
Just like Morba is inclined to hold onto body weight, you are just as inclined to be unable to hold onto body weight. If you want to gain weight you will have to make a concerted effort to do so. The question is, are you willing to do this?
EDIT: I just realised that you seem to be keeping faith in the Egg. 3 eggs have about 250 calories. By doing the chin ups and pressups (especially when you take into account the afterburn), you have almost certainly used up all the calories you ingested in the hope that it will assist in gaining weight. An idea would be to eat the eggs and drink the milk, but dont do exercise. It may sound unhealthy but it is more likely to see you gain weight.