Brad - as Dan sez, the copper doesn't weld or melt - it conducts the heat away too rapidly - it will get 'sooty', which will reduce the heat conduction, so should be cleaned regular, and it helps most if you can clamp it tight to the piece
blowing holes is a particular problem with old metal that's corroded somewhat thin, new 22 ga metal can be welded without melts if you don't have the MIG set too high and take it easy
Bill