How can I lose weight at the gym? Points points!?

I joined Bally total about three weeks ago and have been going about 5 or 6 days a week since. I hit the treadmill or elliptical for half an hour and then hit the machine weights. I'm a girl, 17, 5 foot 2 inches. When I first started I weighed 135 and now I weigh 137, my diet hasn't changed, I do eat pretty healthy/ average. Why am I gaining weight? And how can I loose the fat more and quicker? What should I do and so on so for.