There's a good chance that your building muscle and dont be scared of that. Its a great thing when you can wear somejeans and look at your rear and thighs and notice they're much fitter than they were before and you feel great When I first started riding, I lost a lot of weight, but then a gained a lot back,but not in fat. I didn't really notice until my BF told me one day that 'hey your legs and butt look really lean and great' that it was a good thing.
Also, if your being very active and eating well, your probably also loosing fat as well. Just watch what you eat and keep being active and you'll notice that your body is changing in a good way
Also, check out these forum discussions and you'll realize your not alone in weight gain.
http://forums.teamestrogen.com/showthread.php?t=4700