What should I do to gain some weight?

I'm fairly skinny but still healthy and I eat a very nutritious diet. I get almost everything that is required on the food pyramid yet I am still skinny. I am going to the gym to build up some muscle. Is there anything I can do to not be so skinny. I'm thinking about going to a vitamin shop and buying some proteins or whatever they have to make me gain weight healthily. I am 6 feet 2 inches tall and weight about 150 pounds.