Stamina help?

So I was wondering if anyone here had any suggestions on how to build up stamina. In PE class, I'm the slowest at every single exercise we do, and even then I can barely complete the exercises without feeling nauseous or like I'm about to pass out. I've been trying to walk around my neighborhood recently and increasing the amount I walk every few days but that doesn't seem to be helping. I'm extremely underweight (89 lbs at 5'3") which explains a lot of my problems, but I can't gain weight no matter how hard I try. Help?! :(