ArtMetal

You cannot do this on a small, cheap scale.
there are processes for welding steel to aluminum- but usually they involve explosive welding- with high costs, done in controlled circumstances, and using proprietary techniques.

So if you must have aluminum welded to steel, and money is no object, its possible to have it done. I have a friend who is installing a new vacuum cleaner on his boat- a 50hp vacuum that vacuums whole, live salmon out of the holds of fishing boats and into his tender, for freezing- and it uses a stainless steel to aluminum system in the pump- but the material was explosively welded together, and took months to get, and it was NOT cheap.

Use rivets, bolts, glue, wire, duct tape, clamps, or bubble gum.