Check the electrode's coating. Most likely the coating is flux, which helps prevent the electron from sticking easily. If the coating has worn off or if the rod is uncoated, switch to a rod with an even coating of flux.
Set the welding apparatus to the proper level. The level depends on the thickness of the metal, the diameter of the electrode and, in the case of torch welding, the diameter of the tip. Generally, for metal thinner than 1/16 inch, set the PSI on the oxygen and acetylene tanks at 3 PSI; if thicker, at 4 PSI. For arc welding, the weld current for 1/16-inch thick metal will be about 11,000 Amps. Use the guide in your manual for precise settings.
Move the electrode slowly in the direction of the seam as you weld. Don't apply pressure and don't stop; otherwise, the electrode will overheat and stick to the metal. For torch welding, always remember to pull the electrode away from the metal as soon as the torch is pulled away.