Metallurgists do this. I've held lumps of the steel used in power plants (which doesn't burn when the coal does), and even a pop can sized cylinder of Beryllium. :D

To turn it into something that isn't a lump of steel.

I dunno about lumps, but with a little welding knowledge I can imagine a lot of things I could try building if I could buy prefabricated shapes and sheets of the stuff.