Hang in there! It's hard not to get discouraged. I too have gained since starting Alli. I have gained 5 pounds, and I do not understand why! I am taking this as an opportunity to re-focus and take my frustrations out on a workout!
You may want to be careful with the 4-6g of fat intake. I have been advised that it may be a waste of time & money to take Alli at 5g of fat and below. Also, if you are working out that hard and not taking in enough fat and calories, your body may be going into emergency store mode, but I am in no way an expert on any of this, but its something to look into.
I think if we hang in there we can do it, and its great to have communication with others who are in the same canoe, whether it be tipping or not! :)