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Welding is the process of using heat to fuse two materials together. It's different from soldering or brazing in that the two materials involve are physically bonded and alloyed together, forming an extremely strong bond. Welds require clean bonding between two surfaces; oxygen and dirt prevent that from occuring. Some form of flux or inert gas is typically used to keep the oxygen away from the weld, with argon being the most popular form of inert gas.
When you weld, you're basically evacuating an area of oxygen and then heating it to the point where the metals melt together. When you're done the end result should be a clean seam where there once was an edge.
TIG = Tungsten Inert Gas. This is a pretty sweet form of welding that uses a plasma to heat up the metal while the target area is bathed in argon. It allows for some extremely clean welds, and is essential for aluminum welding.
MIG = Metallic Inert Gas. This is the typical welding setup you see on most systems; it's cheap, effective, and easy to learn. A wire electrode creates the heat while being sacrificed.
My advice would be to decide just how much you truly want to do this. A quality welding setup is not going to be cheap, and shitty welds get people killed. Unless you plan on making this more than a one-time thing, I would suggest getting a professional welder to do the job.
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