That is a really good point, any time you weld you create a problem where rust can form as the result of the welding process itself and from the left over "smoke" from the welding process. Ideally, any weldment will be accessible on both sides to properly prepare the metal for rust preventative paint - but even then, welds themselves can attract rust for various reasons.
http://www.asminternational.org/content/ASM/StoreFiles/ACFAB86.pdf
The Kitty Hair or Gorilla Hair body filler has fiberglass fibers in it - I jokingly call it "Structural Bondo" It is ideal for fixing stuff like this. You could also use Sikkiflex adhesive and a clamped on metal patch. Wear a respi with any body filler sanding, but especially with this stuff. Sand it outside.
Welding this DIY is possible but it's an advanced do it yourselfer project if you want it to look nice. You would need to practice a lot before taking this on. Also take precautions to mask off the truck to not damage it with sparks. That is why the TIG process is so nice - no sparks. You could do a ton of damage to the glass and paint with just the sparks from welding and grinding. As in repaint the whole car and replace all the glass.
I'd highly recommend that anyone who wants to get into welding take a class or better yet a couple of them. I took a class taught by an awesome instructor and got a lot out of it. Not all welding classes are taught by a certified welding instructor and weldor - some are taught by industrial arts teachers who are not themselves certified or have a back ground in professional welding. That is OK but generally not as good as a program intended to train professional welders. However, those programs require you to take a lot of classes that may no be useful to you as a hobbyist. For example, you have to take stick welding for a semester before you can take MIG or TIG.
If you want to learn, buy the Covell Video, get a nice Miller or Lincoln welder and take a class. I'd recommend the Lincoln as it has an optional spot timer module that is ideal for this task. You can also get a great student package from Miller with lots of good info in it. It's not rocket science, just a lot of time to practice.