Welcome to the Elite boards! First of all, if you want to gain weight/muscle mass, then FOOD is the most anabolic substance there is. All the training in the world won't make up for a lacking diet. Even with steroids (AAS), you still have to have sufficient nutrients for them to build any muscle with. Lots of those weight-gain shakes just contain extra empty calories.
Steroids or not, building muscle takes TIME. Your body needs that time too. As your muscles get stronger and larger, the other systems in your body (such as joints, tendons, etc.) must also grow and adapt. Trying to progress too fast can lead to injury. It's cool you found these boards just as you've started training. They've helped me tremendously.
Since you've only been training 1 month, I'm very curious why someone would suggest you try Primo (or any type of AAS)?
At minimum give your body a few years to develop a solid training base and figure out how it responds to diet before revisiting the steroid question. By then, you may be surprised you ever considered it. And if you do decide to use them, do your research thoroughly, and make sure the possible risks and side effects are worth it to you.
Here's a link to an excellent site on training for women. It has info on workouts, eating, etc.:
http://www.stumptuous.com/weights.html