Very seldom can you weld a continuous bead on sheet metal because you found out it burns through. You can mitigate some of this if you put something on the back side like a copper plate (HF has them in the welding section). They draw some of the heat away. That said, spot welding or small beads are the way to go; should not be more than 1" long and they are done by doing a series of spot welds on top (make one spot weld, move the gun over 1/2 of the spot weld you just did and spot weld again. You are effectively stacking the welds, however you should only do about 3 or 4 of them in one location or the base metal will get too hot and eventually melt away. If you burn through, weld somewhere else and let it cool, once cooled off, go back and make very small spot welds around the hole you made which builds up the edges. Weld around the hole until you close it off.
As mentioned, weld one spot, then move to the opposite side and weld, then move to a new place. The idea is to keep the metal cool. As you work around the panel, eventually you will get to a point where you are connecting them. Once done, you will probably want to knock them down, use a flap wheel for this not a grinding wheel. I use 40 grit; while this is aggressive it does the job quickly and leaves a nice finish; DO NOT OVER GRIND the panel or you just make it thin and then welding will be very difficult if not impossible.
Its all about learning the trigger and how long it takes to get good penetration without burning through. You will get the feel of it over time.
