She wasn't pleased in the least with my gift.

Literal

She [topic-は] my gift [object-を] not-at-all wasn't-pleased.

少しも + negative is a fixed pattern meaning 'not at all / not in the slightest' — combining the quantity adverb 少し ('a little') with universalizing も and a negated predicate. Other members of this 'minimum quantifier + も + negative = strong negation' family include 全然~ない and ちっとも~ない. 喜ぶ ('to be pleased, delighted') takes the pleasing thing with を — a slight oddity, since the source of pleasure isn't quite a direct object in the usual sense.