What's up!
I feel for you. I'm 5'9, played varsity tennis in high school, and have had weight issues through high school and college.
Yeah, I guess alot of your underweight problems are similar to what mine were. Genetics, activity, and diet.
Genetics you're not going to be able to do anything about. Just like some people are naturally heavy, some people are naturally on the light side. Bone structure, digestion, metabolism, whatever. The best thing here is just accept that you're probably going to be on the smaller side of the weight range.
Activity: I love tennis, but its a cardio exercise and it eats up calories. You can't do anything about it. Its better to be underweight than give up something you love to do. Just look at the pro tennis players...they're fit but generally skinny guys.
Diet. Diet is huge. I always thought I was eating all the time, but the food I was eating was stupid. Fast food, sugars, and convenience foods will not help your problem. I mean, yeah, if you eat like 15 Big Macs a day you'll gain weight, but that's dumb and irresponsible. So, I'll share what I eat in a normal day:
On-going snack foods (Once you do this diet for a while, you will develop a more hearty appetite): Almonds, walnuts, trail mix, dried fruit, bananas.
Breakfast, 7am: 2 eggs, 1 turkey sausage link or 2 strips of turkey bacon, and 1 chopped up boiled bakers potato. *Eggs have great protein, turkey has less fat than pork, and the potato for carbs (obviously season to taste, I like Louisiana hot sauce).
Brunch, 9am: Bowl of oatmeal and I add raisins or a fresh banana and I drink a glass of whole milk (i get lactose free because of dairy issues).
Lunch, 1130am: Some portion of meat (chicken and tuna are good), a cup of steamed rice (people overlook how much protein and calories a cup of good rice has - shop around get the highest calorie-protein rice you can find), and a healthy salad with mixed greens, broccoli or cucumber, tomatoes, carrots, and some sort of chopped nut or flax seed (it won't help you gain weight, but fiber and veggies are VERY important for a complete diet).
Late lunch snack, 2pm: 2 rice cakes with gobs of peanut butter and a whey protein shake with milk or water. *I usually will add Hersey's chocolate mix to the shake, yum!
Before I leave work, 5pm: An apple or another banana and a grain (bagel, sourdough toast, whatever).
Dinner, 8pm: I dont have a very disciplined dinner, but I hardly ever get fast food. My roommates and I will generally whip something up together. Turkey burgers are awesome, I make tons of homemade chili, taco night is pretty sweet, stir fry is good, etc. I tend to avoid overeating at dinner because I work out at night.
Exercise time.
Before bed: Muscle milk shake with added fresh fruit, blended, a banana, and a handful of walnuts.
Some folks have hardcore weight gaining diets. I've seen some them get 5-9000 calories a day. Achieving and maintaining those kinds of diets were always very difficult and more or less impractical for me. You won't gain a lot of weight quickly here, but depending on what your old diet was, two pounds a week won't be miracle.
Exercise: Other people can help with the specifics or look around for a mass workout. It pretty much always leads to picking up heavy weights.
good luck,
m