Do a search on Ebay for welders and welding supplies. They will have plenty of cd/dvd's listed. Flux core welding is a pretty easy thing to do. The thing you will find hardest is going slow enough. The more you pay for a welder, the higher the duty cycle (% time over a 10 minute period it will run at full bore), and the higher the maximum amperage; also, the larger reeels are cheaper than the 2# reels. Don't worry about this too much, just learn to have a few things to do while it cools off. Remember: this is a learning experience. The only other thing is that you will need to practice a bit to see how much heat it takes to get a good stitch. Also, this is not an overhead type of welder and should not be used on the vehicle with the battery connected (it is possible to take out electronics with it in that case).
Technically speaking, mig welding implies an inert gas running in the wire dispensing gun. A mig welder can use flux core either with or without the gas. A flux core only welder wont have the connections or parts to run the gas, but will still often be called a mig welder. As long as you know the difference, either is ok. Homo Depot has them for a quick reference. Don't do like the bozo's on American Chopper: use some gloves and long sleeved clothing (mostly for the UV protection -- flux core splatters a lot more, similar to arc welding).
It's very satisfying to 'do it yourself'!