Are you using gas with your mig or flux core wire? I had a problem welding thin stuff when I was using flux core. After I switched over to gas and a thinner gauge wire, I could weld the thinner stuff. I still get burn thru every now and then but, it's operator error. Wrong angle and such.
Just as MetalMan said though, you've got make sure you get rid of all the corroded metal. Otherwise you'll be right back at sqaure one a year from now.