Welding thin metal is always a challenge. It's always a good idea to start on some scraps to get the welders settings dialed before burning holes in your sheetmetal <img src="/forums/images/graemlins/zombie.gif" alt="" />

As has been mentioned, you want 0.023 wire and a argon/C02, and you'll still be able to burn holes in it if not careful.

One technique not mentioned that allows one to weld thinner metal than the welder is designed for is to pulse the mig gun. Think about rapid firing a semi auto pistol. I used to weld up 0.025" bandsaw blades with my buddies mig, theoretically it's impossible to do that, but by pulsing the weld and grinding off the blobs it worked like a charm.