You have to try eat more protein rich food and weight train to gain muscle
The BMI is the ratio of the weight and height. A taller person can be heavier with no problem. You are probably tall and don't weigh enough for this height? I am not sure if you have found this out on your own,or your GP has told you? If its the latter I would have expected him/her to have advised you. If not you can only try to increase your weight a little,but always see a doctor or pharmist if in doubt.
Eat more fatty acids and carbs to gain weight.
If you are worried Alexia, get to a doctor, It's probably nothing to worry about, but it's worth getting yourself checked out.