sem848 - I'm just starting my 3rd week on alli and am also very discouraged because I've gained too, even though I'm eating well and exercising, etc... But Roey mentioned the one thing that I have stopped doing and that is drinking water.
I hate water and it sounds like such a chore when everyone keeps harping on how important it is to drink so much of it, but it really did make a difference for me. I got so I preferred it over soda, and soda is about the only thing I drink/drank.
You don't have to start drinking like a camel tomorrow, either. There are water fanatics out making themselves physically sick by drinking too much water. Drink as much as you feel like at first, but at least drink a little every day. I found a water bottle that was really easy to drink from and I couldn't believe how fast the water started going down. Eventually I got so I was drinking more than less, and I really did notice that I lost more weight from week to week. It's just so ha-a-a-r-r-r-d sometimes.
You may never get up to the amount "THEY" say you should be consuming, but you get water in your food and other non-caffeinated drinks, too. Any extra water you get is better than none, I say.
So while I don't always stick with the water thing, I've got to say, I've seen in myself that it can make a difference, and that is what I'm going to try to get back to and see if it won't help in my efforts with alli. Have a glass on me. Good luck.