If you are migging it...what wire size are you using? Best bet is to drop down to the smallest diameter wire you can run (.023?), then make test passes on the same gauge scrap until you get your amps & wire speed set. Trying to weld thin sheet metal with heavier wire will definitely blow holes in it. And as the others have noted, some kind of heat sink around the area will also help, copper being the best conductor.
I have dialed my Dual Voltage Millermatic down to where I was able to tack weld 26 gauge stucco lath onto a steel beam and there is a YouTube video somewhere of a guy welding two pieces of an aluminum Coke can together using a mig, so body metal can be done. It just takes a little practice and the right set-up.
BTW...Airgas has an online "suggested" chart for amps, wire size & gauge. See below...
Mig Chart http://www.airgas.com/content/details.aspx?id=7000000000143Best of luck. I have somewhere around 45 feet of body panel welding to take on myself here shortly.
