Don't get too wrapped up in BMI - most BMI tests just consider your height and weight. There are other factors that are more important IMO, such as body fat percentage. I'm a guy at 5;7, weighing around 110kg (240 pounds) at around 27% body fat. Yet I wear medium-sized clothes (large if I buy from Asia). This is different to my cousin who is around the same height and weight, but never ever does any exercise and eats terribly. He's over 40% body fat.

As you exercise more, particularly if you incorporate strength training, you will put on muscle weight. The thing is that muscle weighs a lot more than fat, though, so you'll still appear slim, but may actually be heavier than you were before!