I had this problem for a while too.

I'm a healthy 145 now.  I'd actually recommend you stick to DDR, but instead of playing for AAA's/AA's, play for clearing scores.  It will build a lot more muscle with only marginally more calorie burn.

Some other recommendations:
-Sit-ups.  They don't burn a lot of calories but they'll ad a lot of healthy flesh to your abdominals.
-Increase your diet to 3500 a day.  You're an active young person with a very high metabolism.
-Go for things with lots of polyunsaturated fats, proteins, and LOTS OF SUGAR (but brush your teeth twice daily!).  If you don't eat lots of sugars, your body will convert the proteins and fat you eat to sugars so you have the energy you need, which means you'll have no long-term energy reservoir.

Some good foods for healthy weight gain:
-Whole eggs.  Prepared however you like.  Add some butter!
-Tofu.  Prepare with a nutty sauce and fry it.  Tastes great and helps a ton.
-Whole milk.  It grows cows.
-Bean and rice burritos.  Delicious and nutritious!
-Potatoes.  Great source of natural starches.
-Raw green veggies.  Iron helps you exist.
-Chocolate.  Eat it immediately before doing active stuff.  It won't give you cramps and you'll last much longer.

Also, if you're not already on a daily multivitamin with iron, you should be, although it doesn't really effect your weight.