AC is a must for welding aluminium
	
	
		The reason you need to use AC for welding aluminium is that the aluminium oxide melts at a much higher temperature than aluminium metal.
The AC pulsing/swinging from +ve to -ve burns the aluminium oxide from the surface of the metal allowing it to be melted cleanly and at a far lower temperature than if the oxide remained on the surface. This works even better with an argon shield which prevents the molten metal re-oxidising whilst welding. 
That is why TIG or MIG are the preferred methods for welding aluminium. 
Arc welding rods need to their flux to prevent oxidisation of the molten metal.
As mentioned previously by Rick, it is possible, but difficult, to oxy acetylene weld certain types of aluminium if you clean off the aluminium oxide, flux and then immediately weld it (usually cheap grades of alloys as you would find in teapots etc).
Certain  series aluminium alloys are more weld-able than others. From memory all of the 1000 and most of the 4000, 5000, 6000 and some of the 7000 series alloys are readily weld-able.
Always use a stainless steel wire brush to clean your material when welding aluminium.
Hope this helps :)