One of my sisters had this problem. She was losing, not gaining weight, though, and was tested for diabetes as well. Her doctor said she needed to find ways to deal with her stress NOW or she was going to have serious health problems.
She joined a yoga class and loves it.
I mailed her a box of little stupid things... like a lavendar scented candle and some ugly pink and orange socks.... with a note ordering her to relax because I didn't want her to get sick.
Maybe it'd help to identify a couple sources of your stress?
i.e. if one is work...... make SURE you are taking your lunch break, and try to make it as relaxing as you can. Take a walk if you usually go to the cafeteria or something.
If one is money, spend an hour (this will be MORE stress initially but less later) setting up a budget and figuring out what's really going on with yourself financially.
If one is your boyfriend, ditch him and take a bath. Or, uh, just ditch him.