Is it possible to gain lean muscle mass only with p90x?

Hi I'm 5'7 and I'm pretty thin around 120lbs and I did p90x but it made me go from 145 to my current weight I took whey protein shakes from gnc but I kept losing instead of gaining so is there a way to just gain muscle with these DVDs? Btw I'm 16 and a vegetarian which makes it even more difficult.