check that the rod has E6013 its a general purpose welding electord, buy good rods ie murex.

doesnt matter if they get damp just bung them in the oven for a couple of hours it will tell u on the packet the exact time etc temp etc.

stick welding is easyer then mig welding imo and has the added benifit of being good to use outdoors, ive been welding all day today in the rain using 4mm vodex, i expect your using 2.5mm or 3.2mm rods on a machine that could just about burn a 1.2mm.... you will be surprised just how good your welding will be when using a good machine.

any BOC places near you? go there are pretend you want to buy a set they will let u demo them round the back and set it up for you,

whats the make/model of the set u have bought?