The issue seems always to be focusing on losing weight. I'm eighteen, and I figure I'm slimmer than I want to be. I've tried eating as much as I can every day, but this has little effect as I seem to lose the few pounds I put on in a couple of hours. My friends tell me I should be grateful for whatever my condition is; they say this in respect to my future elderly years. But, presently, I'm not too concerned about that, I want to look built now! Protein supplements don't seem to work too well either. Please help!

The first thing is to go to a doc and get a complete physical. Then discuss results and with the doc determine a game plan.
If you want to be "built" start lifting weights. Use use the small weights and increase your reps each day. Try and eat at least four or five times a day. Stay with good food, not fast food. Be sure and drink lots of water every day.
Good luck
Peace