Square burn chamber?

First off, I'm totally new at this, but with the rising cost of heating and my natural inclination towards cheapness, I've decided to try my hand at building a RMH.
This forum has a ton of great information and ideas, so thanks for that.
In hunting up material for my build, I've come across some square stock steel in various sizes, but what I'm thinking of is the 6 inch square inside a 10 inch square and insulated between. (I think they are 1/2 inch thick walls)
Further, I wonder about using the square stock as a feed hole and tunnel and just welding it all together. I would of course surround it with some kind of masonry.
Would this work?
Again, thanks for the information and the great website.

Tim Kay : A Tardy Welcome to Permies.com and a Big Welcome to Permies Rocket Stoves Mass Heaters Forum /Treads ! The more than 18,000 fellow members with Widely
different ideas you will meet here want to talk to you about what you want to talk about ! You will long remember your First few posts here are Permies.

I can honestly say that Rocket Mass Heaters made out of Metal have been made before, and mostly they worked, the ones that didn't work or that worked poorly were never
reported on, so the few that did work got more than their fair share of attention ! This is actually a harder build than the more conventional Brick lined R.M.H.

Of those that did work most of them failed within a single heating season due to the extremely High Temperatures, and Efficiencies that R.M.H.s work at ! With the Thickness
of pipe you are talking about you should do a little better. This would depend on your ability to cut and weld near seamlessly without holidays or voids !

After you have made up a complete 'burn chamber/heat riser shape out of your 6'' square pipe there is no advantage to incasing it in a second heavy pipe, a D.I.Y. blanket
of 2'' or more of perlite and clay slip will insulate the outside of the Heat riser and can be held in place with a sacrificial form of less than two lengths of 9 '' or 10 '' stove pipe!

The golden rule is to build this unit and try it out doors before you try using it in doors !

This is where I recommend that you go to cobcottage.com to get your PDF Copy $15.oo U.S.D. of Evans' and Jackson's Great Book 'Rocket Mass Heaters' . there is STILL No
other Book in any language with more Rocket Stove, Pocket Rocket, Rocket Mass Heater Family information ! ( and I don't make a Dime ! ) For the Good of the Craft !

As always, your comments and questions are solicited and are Welcome ! Think like fire! Flow like a Gas! Don't be the Marshmallow ! PYRO-Logically BIG AL

Thanks for the info
I will try it outdoors, i'm always leery of fire in the house
This weekend i may try to build one out of brick, just to get a feel for how it should all go together