How to weld exhaust pipes?
I used my Oxy setup to do my headers and it worked much better with some real thin rods. I had trouble with burn thru when using the thick 1/8" rods, but it went pretty smooth with the thinner rods.
I like to tack it at about 4 different spots, then go back a fill in the rest. It takes some practice, but you'll have better overall welding skills afterwards.