Psych meds can change your metabolism, slowing it down so you gain.
Or, they can cause you to be more hungry, so obviously you eat more.
I gained 15-20 with Lithium and it was making me more depressed.
I found out how many calories I need to stay at my weight, and took off 500 calories, write down everything I eat, and burn about 2000 calories a week working out lifting weights(this adds muscle and helps you burn more cals at rest), and doing cardio-kickbox, combat, boot camp.
I have lost about 8 pounds in 6 weeks this way.