You can go a very long way without taking any supplements at all. I am not at all naturally gifted at gaining strength, but have gotten good results without any supplement use. What you do in your workouts, your rest, and what you eat are much more important than supplements. I use soy or whey protein powder as a source of additional protein, but that's just plain old protein.
Eventually, I suppose I'll hit a plateau that I won't be able to pass without using supplements; if I do hit that plateau, I will be be content. My two goals are to be stronger than a large majority of the people at or somewhat above my bodyweight, and to look good. I can accomplish both those without supplements. It's nice to know you did it entirely on your own, and you don't have to worry about the cost (or health concerns) of supplements.
That's my anti-supplement spiel. There's nothing horrible about taking them--I just prefer not to. A REALLY good book, the one that has most influenced my workouts and the one to which I owe most of my current progress, is Beyond Brawn by Stuart McRobert. There's not a single picture of some greased-up competitive weightlifter in the whole book, just tons of good advice for regular (and non-supplement using) people.
Ness--I also lost a little weight for a while because of working out and running occasionally. After losing about 5 lbs, I began to gain weight again. I'm up about 10 lbs in a year to 155+, and I know that it is all as a result of muscle gained, not muscle/fat packed on from eating a lot of calories. Just concentrate on your workouts--try to get stronger, and let your weight take care of itself.