M.L.
I am with you. I also have been blessed with chicken legs, though I build muscles in my arms and quads fairly quickly.
Are you also lifting weights? Weight machines for the legs, especially the calves, are one of my favorite things for building muscle. The step machines or the treadmill on a high slope is good for building calves. Also, you can wear those ankle weights when you do zumba and walk. Do workouts especially aimed for building leg muscles, such as calf raises, and eat protein or protein shakes as well:
http://www.livestrong.com/article/98381-calf-building-exe...
http://www.nowloss.com/best-calf-muscle-exercises-for-wom...
http://www.bodybuilding.com/fun/weik11.htm