If you are a woman, you may naturally gather some more flub in the thighs.
Belly, tris, thighs, and butts seem to be fat-collectors for women. You may never have the thighs you want, but work it and see good results.
Slappy has good advice. Most women don't hit the weights hard enough.
It is frickin hard to gain muscle mass. Work every major muscle group regularly and don't forget the little muscles! Learn anatomy and push, push, push.
Sprints and hill-running will kick up your thighs and butt like nothing else. Maybe try that as well. And swimming is fantastic for all-over muscle toning.
p.s. Don't forget to stretch before and after. It'll make your work go a lot further.