yes, it can be done by welding, but there are some very special techniques and materials that need to be used to get it done.
you have to use bimetallic transition inserts or you have to coat the dissimilar materials prior to welding. this can be expensive.
i would personally not use an aluminum frame for a m.b. and the expense to getting the steel welded to the aluminum would be more than trying to find an all steel frame already done, or 2 steel frames that you can cut up and weld together.
(i got the following info from the web)
Bimetallic transition materials are available commercially in combinations of aluminum to such other materials as steel, stainless steel and copper. These inserts are best described as sections of material that are comprised of one part aluminum with another material already bonded to the aluminum. The method used for bonding these dissimilar materials together, and thus forming the bimetallic transition.
basically you get a peice that is 1/2 steel and 1/2 aluminum. you weld the steel end to the steel part and then weld the aluminum end to the aluminum part.
A coating can be applied to steel to facilitate its arc welding to aluminum. One method is to coat the steel with aluminum. This is sometimes achieved by dip coating (hot dip aluminizing), or brazing the aluminum to the surface of the steel. Once coated, the steel member can be arc welded to the aluminum member, if care is taken to prevent the arc from impinging on the steel.