You can only join Aluminum to Aluminum when welding!
There are some grades of Aluminum (2024 and 7075) that are considered unweldable.
Non-ferrous metals(like Aluminum) cannot be joined to ferrous metals(Stainless steel or Carbon steel) using conventional welding processes.
Ferrous means that the metal contains Iron. Therefore ferrous metals CAN be welded together. For example Carbon steel to Stainless steel, Chromoly to Stainless, Carbon steel to Chromoly.
Brazing non-ferrous to ferrous metals is possible.