Mike you can use the machine as is with the flux core wire (no gas).
It won't produce a pretty weld but you can stick things together. If you want to use gas you need a mix gas of argon/Co2 (75/25 works best). Acetylene is for oxy-acetylene welding or plumbers us it to sweat pipes and fittings together. I would suggest you get a book on welding. Also you can go to youtube and search for mig welding they have many clips on there that can help. Try Miller's site also there are many sites that offer welding help. Good luck!

http://www.millerwelds.com/

http://www.mig-welders-tig-welder.com/default.htm

http://www.weldingtipsandtricks.com/index.html

http://www.khake.com/page89.html

http://welderworld.com/

http://ezinearticles.com/?expert=Jody_Collier

http://www.learn-how-to-weld.com/

http://www.learnwelding.net/

http://www.thefabricator.com/