How to alter my diet WITHOUT losing weight?

I have recently been researching the negative effects excess sugars and dairy products (a high dairy and high glycemic diet) have on ones' skin (i.e. acne) and immune system, among other things. All this information is enough to make me really want to alter my diet, but almost every article I have read say that eliminating excess sugars/dairy from the diet is a "great way to lose weight" - and that turns into the primary focus of the article. In fact, all the reports about the negative effects focus primarily on the obesity aspect - so that poses a problem for me. I am a 23-year-old female who is actually underweight, according to charts. I eat frantically each day, consuming as many calories as I can, in order to gain weight, but it doesn't help - I may have gained 1-2 lbs in the last 6 months. If I slack off even for a day, I lose weight. So, my question is this:

How can I avoid the negative effects of excess sugars and dairy products WITHOUT risking the loss of weight? I have tried gaining weight through protein, such as nuts, but it has little effect and primarily builds muscle instead of fat, which simply adds to the "wiry" look of my frame. Any informed suggestions are much appreciated!