You need to use a tack weld to hold the jig in place while you weld the chair frame together. This is crucial when you make more than one chair because you want them to turn out exactly the same. A great feature of some welders is the remote amperage control. It allows you to adjust the amount of heat while welding using a foot pedal.
Once the welder is in the proper position, tack weld one side of each joint using the filler rod. The tack welds keep the work piece from overheating and warping until the permanent weld is made. The melted metal rod fills in the space between the joint creating a strong weld -- hence the name filler rod.
After each weld, take a wire brush and clean off the blue burn mark from the weld. This reduces the amount of polishing needed to remove the discoloration later. When it cools down, take it out of the jig and flip it over and weld the other side of the joint. Repeat the process, welding the rest of the pieces of the chair frame together.
Use another jig to put the two halves of the frame in the upright jig and then place the front and back cross members in the trough of the jig. Using the filler rod, weld the cross members to the frames. Use a tack weld to hold them together. Clean the weld, fill in the weld and then clean the weld again.