I am trying to MIG weld CDS (Cold drawn steel). It is what my roll bar is or will be made from. Promlem is it welds very badly. I'm using steel wire and Argon/Co2 (20/80) have also tried Co2, but still does not work. Normally very good a welding but not with this stuff.

What wire / gas should I be using? Or am I going wrong somewhere else?

Assuming you have the machine set correctly, cds should weld no differently to any other mild steel product. You say you are weling the rollbar, if it sufficiently earthed to the chassis? and to the MIG? With a bad mig earth, the wire will appear to bounce off the work, and glow red, prducing a real mess of the workpiece.
If you have checked all these, Dunno!