Can you hear the gas shussing out of the nozzle when you pull the trigger on the MIG gun? Sounds like it isn't getting any gas on the weld at all.
Other thing, when you are welding with gas, it is different polarity than with flux core. Lots of welders come from the factory wired for flux core, not gas (because they ship them with a roll of flux core so the buyer can run them if they haven't bought a tank of gas yet). So double check the owner's manual on the polarity for gas. You should have had to flip the cover up and loosen bolts and move two wires to two different lugs.
