Personally I find sweet feed to be bad with a capital B. I feed my big tb gelding with Extruded Barley and Easy Beet, it really helps a lot, as he can gain weight well on that and hold it there. I battled for ages trying to find a feed that would put weight on without heating him up (very difficult with him I tell yah!)
I also second the hay, very important she always has something in her belly to neutralize stomach acids, otherwise you could end up with stomach ulcers and then that is another problem that will cause weight loss aswell as everything that comes with ulcers.
If you find that she doesn't seem hungry enough or doesnt eat much, then start working her lightly, this convinces their brain that they need more food. I'm not really sure how to explain it, but if she is just a paddock puff while gaining weight, then she will only consciously eat to maintain, not to gain. If you work her a little, then she will eat to gain.. The feed lady I buy from explained it much better but it works for my boy hehe
R.I.P ~ Bubbles - 25yo tb mare - 13.04.2011 ~ 8:30am ~ passed away naturally and peacefully in my arms