I've welded a lot of exhaust aluminized, stainless steel, mild steel, etc. With the aluminized stuff, you need to grind off the outer layer and then weld it normally. A "pro tip" is to only grind where you want to weld. Do not try and weld it in one pass; weld like 1/2" or 1" at a time. It doesnt warp or anything it will just help keep from burning through.