wrong gas?

CO2 is a shielding gas that you can use for mig welding. However if you are using a solid welding wire then CO2 will give you quite a bit of splatter when welding. For mig welding I would recomend a mixed gas such as 75% argon- 23%Co2 and 2% Oxygen. Or a mix of 75% Argon with 25%Carbon Dioxide will also work well and give you a better weld Bead profile. (If you go to a welding supply store and ask for a mig mix shielding gas you will get the a mixed gas of some sort)

I use Carbon Dioxide for welding with Flux Core wire or Flux Core Stainless Steel wire with really good results .