It's cool that you want to gain muscle weight but I would personally get away from the notion that you are underweight for your height. Did you recently drop a lot of weight for some unknown reason?

If you've been around the same weight for most of your adult life, then that may just be your natural set-point. The reason I'm saying this is because focusing on gaining muscle to have a healthier, stronger body and to look the way you want is a good thing, but being heavier just because you are a certain height doesn't necessarily equate to better health. The mirror is probably going to be a better guide than the scale.

Dido on the olive oil. It's about 82% mono-unsaturated and you probably can't beat it in terms of overall health benefits.

Don't forget to avoid hydrogenated or partially hydrogenated fats. There gonna be negative for cholesterol no matter what oil there made from (there called trans fats and are more and more coming to be considered poisons).

Focus on the mono-unsaturated fats like ChinPiece said, but keep in mind that the Omega 3's, and 6's are themselves polyunsaturated oils, but they don't fall into the category ChinPiece was talking about, instead they also help clean the arteries and are considered essential (we have to get them from our diet).

Besides fish oil and fish, flax oil for omega 3's. (I'm talking about the easiest way to get it, but pumpkin seeds, walnuts, dark green vegetables are other good sources to eat).

Up your fiber intake. Oatmeal, barley, etc. Think about whole grains. I'm not sure why you would replace white rice (if you do eat it) with peanut butter. Why not brown rice. High in fiber and protein.

For a guy like you, I think using 311's strategy of just counting protein calories and eating healthy in general is the best approach.