I've changed my diet & exercise, yet I'm GAINING weight?

I used to eat whatever I felt like and it never really came back at me until recently. So I changed my eating habits.. small portions, lots of water, no pop, rarely anything sweet, sometimes I can go a day or two without eating anything at all. I have an intense workout (made by a Marine) and I do that Mon-Fri, but for some reason I'm STILL gaining weight. I'm 17, so it's not like I'm going through menopause or anything..