In a weird way, rust painting can be fun. Novices almost always think the paint will not bond to the rust. Little do they know that paint chemists understand what's going on with the rust and steel.
I've painted some rusty gas piping that's exposed to the weather, with amazing results. I used the correct primer and made sure the steel pipe was clean, dry and dust-free. The rust primer went on great and dried well. A few hours later, I applied the finish paint made by the same company.
Two years later the pipe still looks as if I painted it hours ago. There's not one place where the paint has flaked or the gloss has dulled. Get good paint, read the label, follow the directions, and you should have rust-free metal for many years.