buy some .035 wire.
you'll need 75%-25% co2/argon gas and tank. you can get it at arco welding supply in everett, best price around, just the guy behind the counter can be a dink if you start asking stupid question.
I suggest getting 2 masks, auto dimming and non auto dimming. learn to weld with the non-auto dimming. I found that it will make your hands steadier while welding. that is simply my point of view, argue if you want, but the old buck that taught me to weld made me use this method and I think I am a better welder because of it.
Or just buy the auto dim, harbor freight sells decent ones cheap. I am a big fan of Jackson masks. I get the most out of a set of batteries.
Buy the gloves cheap at home depot. I have not found them cheaper anywhere else (except mail order, but add shipping and they cost the same) When I was welding for a living, I went through a pair every couple months, regardless if they were expensive or cheap, so I just get cheap now.
Screw the jacket, save money and just buy some leathers or what I did was go to salvation army and got a leather jacket for $10 and cut the sleaves off and took the liner out. Just make sure it's not pleather.. it will go up in flames faster than a gay convention.