To start with your problem, it might be useful to consult either a Dietitian, a Sports Medicine Physician or a Strength and Conditioning Coach. Each can support you in different ways and assess/advise you accordingly.
To me, the question is "how low is your BMI?" as for most its quite the reverse issue and actually BMI is a poor measure of overall health. There are a number of athletes who are really fit and healthy but have elevated BMI due to muscle mass. Thus I wouldn't simply rely on BMI as a measure of health. Normally gaining weight is a balance between intake and expenditure - for most, the intake overtakes expenditure and hence we are facing a worldwide obesity epidemic.
If you are considering supplements, also please take care as some might contain contaminants from the factory production process. While this is more of an issue for elite athletes who are drug tested etc, it might be that the contaminants contact various allergens. Perhaps in your case it would be good to add an extra helping to your balanced diet and maintain intake of healthy foots rather than supplements etc.
Please do let me know if you have any further questions.
BW
Dr Dinesh