Weight gain results from a surplus of calories ingested over calories expended in exercise. If one is exercising muscle actively and consuming an excess of calories, the weight gain tends to be in lean (ie muscle) tissue, rather than fat tissue which is what is added if the caloric excess is not accompanied by muscular exertion. So, it could be that your difficulty in gaining weight is because your caloric intake is insufficient to do so.

You are wise to be cautious about the use of anabolic steroids. There are a host of potential side effects, including interference with normal testicular function (decreased sperm production, etc.), increased risk of hardening of the arteries and early coronary artery disease, liver problems including some evidence that benign and/or malignant tumors may result, hair loss if there is any genetic predisposition to male-pattern baldness, etc. I would strictly avoid the use of anabolic steroids as a matter of health.

Trying to estimate what your ideal weight gain ought to be is exceptionally difficult, because there are so many personal variables. I usually counsel patients trying to lose weight that it is difficult to lose more than 1/2 to 1 pound weekly, and probably it would be safe to estimate the same for a structured weight gain program. The weight gain (or loss) that we're talking about is actual tissue weight: most weight fluctuations are fluid shifts, and those can amount to several pounds in the course of a day. If you are weighing yourself regularly to gauge progress on your program, try to do so at the same time of day, at set intervals, so the change over time is more meaningful and accurately interpretable.

Finally, if you have specific questions about yourself and your program, discussing them directly with your usual health care provider is probably a very good idea.