I would highly suggest StrongLifts as a beginner. Working out 3 times a week combined with eating loads should help you gain weight.
Here is the link to the free ebook -
http://stronglifts.com/stronglifts-5x5-ebook-download/
Also, I would highly suggest making your own protein shakes. Much cheaper, natural, and you control what goes in them.
You should pick up some whey and casein powders. I would look for Optimum Nutrition Whey and Optimum Nutrition Casein on Amazon.
Ask if you have any questions on anything.