I think in general, increasing the amount of
fat and protein in your diet (preferably
unsaturated fat and lean protein), portion size, and carbohydrates, you will easily put on weight/bulk up. Unless you have some kind of underlying thyroid issue, I don't see why milkshakes and a larger diet wouldn't help you out. I doubt you are suffering from malnutrition, but if you are, remember it's important to see a doctor/nutritionist to see what your nutritional deficits are. Good Luck!