Spork's right - make sure it is a MIG welder - not just a flux core.
Also, as you don't have much experience, I would recommend usung Harris Twenty Guage wire. This is witr that is not solid, but has powder in the core designed for use with gas. It's real hard to burn through with this stuff if you are stiching like has vbeen recommended.
It costs, but the time and metal you save...