How can I put on some weight?

I'm 17 and this will sound gross but I'm 6'2 and only 120 lbs...I eat normally, and even if I had 5 Carl's Jr. western bacon cheese burgers in one day I wouldn't gain a single pound. I even drink milk with every meal which is like 140 calories alone...I mean what the hell, I can drink a 2 liter bottle of coke every day for one month and I guarantee I will not gain one single pound. (Not trying to brag, I really hate this because I look anorexic.) I'm really getting tired of people telling me to "eat more" and I feel like punching their lights out because I probably eat more than their fat @ss. I bought that syntha 6 protein shake a month ago and I've been working out and still nothing. I drink it with milk twice a day which is like 64g protein and 700 calories for both...I think it's been like a year and a half and that needle just won't move...I mean if I was like 150 I wouldn't care, but come on I weigh less than girls for christ sake! I'm a walking f*cking skeleton. I went to my doctor about this last year and all she said was to work out, which I do. I lift heavy weights with low reps and my arms are still bones. -_-