Sometimes if you are welding too close to your material or you are building up too much heat the tip of the wire can actually weld itself onto the tip of your welding gun. This looks like a little blob of metal at the tip of your gun and you'll know when you have this problem because the wire won't come out of the gun anymore. Fixing this is pretty simple if you just pull on the blob with a set of pliers. See photos 1 and 2 for visuals.
If you really scorch the tip of your gun and fuse the hole closed with metal then you need to turn the welder off and replace the tip. Follow the steps and the overly detailed photo series below to see how it's done. (It's digital so I tend to take too many pictures).