If you want to put on weight you need to shovel that food in your mouth. Best piece of advice is mostly what people are saying here already, eat about 6-8 meals a day (about every 2 hours) The most important meal though is post workout, here is where you want to get in a LOT of protein and fast absorbing carbs (like white rice or bread, not whole grain, it digests to slowly), and that is where weight gainers are great, but just like everyone else said take them between meals. Also right before bed take a protein shake with casein protein as it releases slower and will prevent muscle breakdown over night.
Once you got your diet down pretty damn good and for about 3 months or so, if you want you can dable into some supplements like creatine, glutamine, and such, i wouldn't dive into anything hard just yet (for at least a year).
If your only 125 lbs your are going to want to take in about 250 grams of protein a day, about 300 carbs, and your total caloric intake should be around 2500. Doing this along with exercising right should defiantly get some weight on you. Let us know how you do.