Dave, and all that want to weld and see what you need to do, there is no
better place on the net than

www.weldingtipsandtricks.com.

Sign up for Jody's weekly videos.  You can access what you need to know
Stick, MIG, TIG.  He will show you what makes a strong weld and how to
examine your welds.  I have purchased or rented several videos of
welding and NONE of them show the welding process better.  Now you may
not get to be as good as the guy in this radio ad but you
might....http://www.weldingtipsandtricks.com/amazin-blaze-heatin-and-beatin.html

Welding is like riding a bicycle, once you learn you never forget.  It
is a muscle skill and it takes practice.  Lynne's advice of starting
with Oxy-Acetylene will make most welding easier, especially TIG.  Make
sure you can see what you are welding, make sure it is clean and get
comfortable and practice, practice, practice.