First off all let's discard that first complaint you are likely to give: “Nothing seems to work, I can eat tons and no matter what I don't gain weight!”. Trust me when I say this, unless you have a tape worm the size of a baby's arm or a serious medical condition you will gain weight and I guarantee that you are not eating enough if you aren't putting the weight on. I thought at one point I was eating a lot, until I was shown the light. Gaining or losing weight is as simple as math, if you take in more calories than you burn you will gain weight, if you take in less you will lose weight. Along with eating the right amount of calories and the right kind of food, there are some other things you need to practice on a daily basis.
Make your workouts short but effective
Your workouts should never be longer than an hour, I had mine down to 40 minutes, they were high intensity, but quick. When I was trying to gain weight I didn't spend any time on the treadmills, exercise bikes or climbers, sounds harsh but if you want to gain weight you need to spare your calories.
Be lazy when you can
Getting advice to be lazy may sound weird but I remember one of my trainers saying to me that I needed to take it easy when not training...reduce my activity where I can. He also told me this: “Don't run when you can walk, don't walk when you can stand, don't stand when you can sit, and don't sit when you can lay down”, that has stuck with me all this time.
Eating has to become a habit
You are both blessed and cursed with the high metabolism and this means that even if you are eating 3 large meals a day, you are burning through them, you need to space your meals out, have 5-6 a day, of course they will be slightly smaller but at the end of the day you need to be eating more calories than you are burning. Because everyone is different I can't tell you how many calories you need consume, but you can start by finding out your BMR (Basal Metabolic Rate) which is the amount of calories it takes to keep you alive in a rested state, but you will need to add calories for all the other stuff you do on a day to day basis. The simple rule is if you are not gaining weight you are not eating enough, even if you think you are. I found it hard to fit all those meals in because, who wants to make them all? Well I got to the point that some of the stuff I made was so simple and full of bulk that it was almost like going through the motions and became a habit rather than a chore. Sometimes it wasn't pretty or even all that flavorful but in the end gaining weight was my goal and I stuck to it.
Don't Rely on Supplements
Supplements are just that, supplements, they should not be used as replacements for the real thing...food. However with that being said, adding in a weight gainer product in addition to your regular meals may help, so long as its not replacing a meal of real food. One thing a doctor told me to do was to have a big protein or weight gain shake before bed time as the body will slow down in sleep and burn less calories...this may not agree with you at first or at all, but it's an option that seemed to work for me. Also avoid supplements that may have fat burners in them, or don't contain extra calories...I remember someone telling me they were trying to gain weight but were taking a protein cocktail that had fat burners and things like caffeine in them...I was shocked, but he just didn't realize that some of those ingredients are things that will make you burn more calories or make it harder for you to eat because of their appetite suppressing qualities. Be sure to ask someone knowledgeable about any product you plan on using before you buy it.
Vary your workout
This is good advice to anyone training, hard gainer or not. Vary your workouts, either by exercises, rep ranges, or weight every few weeks, this will help you avoid those nasty plateaus.
There you have it, its a tough road and an uphill climb but it is possible, good luck with your training and your weight gains!