Welding SSteel with aluminized steel?

[mmasse]

I just receive all the parts to build my exhaust system. I got a Dynomax muffler 17725 and 2 Race Technology cats.

The Dynomax muffler are made of aluminize steel and the cats are s-steel. My question is what material of tube should I used for completeing the setup and what electrodes should I used to weld these together.

I will be using a MIG welder.

Thanks in advance for your help