I don't really think protein shakes help that much anyways. Here's a link with some good food choices when you are trying to gain weight.

You don't need much outside of 5 or 10 lb weights.

Pushups
Ab/core workouts
Lunges
Wall sits
Squats
Dumbbell fly
Bent row
Dumbbell press

These can all be done at home-- and more if you need them. Putting together a combination of things and making a circuit that you do 3-5 times through can make things really tough.

Lifting and eating well is exactly what you're going to have to do to gain weight. Unfortunately, whatever you decide on you're probably going to have to stick to in order to keep the weight on.

Good luck! Let me know if you wanted something a little more specific in terms of workouts

Hey just so you know I was looking around for foods for fitness and fat burning and I came across a whole site mypypeline[dot]com that has free nutrition videos.

As I got into the site more they actually have free online training programs and free stretch videos. They have full personal training and yoga videos and everything.

They even have a coupon on their site to try one of the Personal Training videos for free it is pretty cool I was pretty exited about it. so I did and my butt is killing me. Check it out!

is the most important thing. Bodybuilding.com has some cheap ones. Make sure you order them by price per serving and not by popularity as the bigger brands cost more due to their advertising power. If you don't want a powder protein, just eat more meat. Lean turkey breasts or chicken breasts, egg whites, and lean steaks are some examples. A pullup bar for your back would be nice, but if you can't afford that just do rows with what you have. If the workouts begin to become too easy and you can't afford more weight, begin to do circuit training.

might be resistance bands. They're adjustable just by moving placement of your feets or by grabbing two handles instead of one. Just search up resistance bands and there should be some sites on how to use them properly and how to make them more challenging. Personally on a tight budget, resistance bands are the most effecient way to target all muscles on the body with one piece of equipment. The resistance determines the price and so does the quality, but you can get them pretty cheap almost anywhere.