Why can't I gain weight?

I drink like 3 glasses of milk a day which is 420 calories alone...I can eat 3 western bacon cheeseburgers with extra bacon, chug down a 2 liter bottle of soda, and eat a whole bag of doritos, and I won't gain a f*cking pound what the hell! I'm like 6'3 and I weigh less than girls my age, and yet I probably eat more than a lot of guys. I also don't exercise much. Not saying that I'm proud of all this, but I find it weird how people won't eat some foods because it has too much fat or calories, and yet I can eat all the fried food and won't put on any weight at all. :( It gets annoying when people think I'm a p*ssy or weak just cause I look anorexic and it's not my fault. D: I bought this protein shake now (BSN syntha-6, I heard it's really good) and I started the gym, but it's hard to lift any weight with my BONES. -_- I also can't lift the bench press bar.