Laura,
I too had quick weight gain (40lbs in 3 months) and was told the same
thing (just to watch my diet) even after I explained to the doctor that I
was exercising 4x a week and on a prepregnancy diet.  I finally went to a
holistic doctor who redid my thyroid panel, I came back low normal.  He
diagnosed my hypothyroidism based on basal body temperature.  I've
started on armour and am feeling better although I've recently become
pregnant I won't be losing weight anytime soon, but feel good enough to
continue my exercise regimen.  I would suggest a holistic doctor to look
at your weight gain.  They believe in treating the whole person and all
of their symptoms.  Sallette