I desperately want to join the Royal Marines but I'm worried than I'm too skinny and wouldn't be able to hack it. At 23 I'm 5'11 and only weigh 9st

I actually eat loads (always over the recommended fat/calorie daily intake) and I'm fairly fit yet I can't put on weight. I've been told I'm just genetically designed to be this way, my dad and grandad were the same when they were younger. The most frustrating part is I need to start running more if I want to get fit enough for the marines, but obviously this won't exactly help with gaining weight!
Anyone have any bright ideas/magic cures?!
Ps. I've also been using weight gain milkshakes but they don't seem to be making much difference.