It helps far more to eat less, since you can certainly eat enough to offset any reasonable amount of exercise. Also, I'm not sure if you've noticed, but lots of people do go to the gym a regularly and it doesn't help. There were some news stories recently around this ( http://www.cdc.gov/nchs/data/nhis/earlyrelease/earlyrelease2... ), which has buried in it the interesting fact that Americans are exercising more, and also fatter. So, exercise not the silver bullet.
What we really need is just to eat less. We mostly do not have the option to be active all day nearly every day as our forebears did, even up until a few decades ago, because so many people have so much to do that requires being in a single spot for hour after hour every day.
You're quite right, I don't understand how that could be hard. :)
When your trying to gain weight, eating becomes a chore and it gets expensive.
I can understand the "gets expensive" part. Also, I guess if you're not actually eating things you want to eat, I could understand the "chore" part, since there's only so much health food I'd want to eat in a day. If you were really just trying to gain weight, though, you could just eat those things that you can never get enough of (whatever they are for you), and easily pack away six or eight thousand calories a day, right? You'd have to do hard labor all day, like a farmer, to burn that much off.