Wire is too thin
My advice is to spring for the stud welder. There is a reason that the pros use this. Besides, you can get one cheap from Harbor Freight. I got the 110 volt model and it works great. Also, if the dents aren't too bad, you can heat the dent with a torch and then apply a wet rag to the dent to shrink the metal. I think the wire from a MIG welder is too thin to be able to pull a dent. If you insist on doing this, keep pressure against the metal with the torch wire as you let go of the trigger, then remove the ground clamp and hit the trigger again to feed wire.