I'd have to go with 64fleet's suggestion. This type of weld is called a "plug weld". The only thing I would do different is that I would put the hole in the clip instead of the wheel. For me it's easier to weld the "thin to the thick" and it's easier to see what you're doing. I would also suggest doing as Kim said, and find something scrap to set your welder with. I've done quite a bit of welding and I still like to grab some scrap and get everything set before I weld the finished product.
