Is it on sheet, or tube?

If on sheet, you'll need to adjust your heat down until you just have enough current to get complete penetration.  If you're adding filler, this will take a lot of practice and patience to achieve, as the filler requires a certain amount of the available heat to melt itself. 

If on tube, and you're purging, turn the purge gas down to the bare minimum to avoid blowing out.  I have had success with thin wall stainless by starting with a larger than normal tack at 6 o'clock, then working to 5 and to 7 from there, in a staggered sequence from 11 and 1, respectively.  In any case, it takes loads of practice and patience to get there with it.  Stainless can be a little on the tricky side if you're not used to it, but in the end it's still just metal and not any smarter than you are!  :)  Keep at it, don't give up.