Rust gets started at a break in the paint, letting in moisture which combines with the iron in the steel panel.   Even if you cover the break with paint, the reaction will still continue without fresh water, using atmospheric oxygen that permeates the paint slowly.  So, it is necessary to either mechanically or chemically remove the rust (sandblasting is a good way-but messy), or to chemically stabilize it.

Chemical rust converters, such as Extend, from Loctite, transforms red, flaky rust to a hard, dark-grey compound that prevents further rusting and forms a stable base for paint. To use a chemical rust remover, scrape and wire brush away as much of the flaky rust as possible.  Remove oil or grease with a solvent such as lacquer thinner, then wet the area with rust remover, keeping it wet for about 2 hours, then hose away the residue.  For stubborn rust, you might need to cover the area overnight with rags soaked in rust remover.  Next,  brush on a coat of converter following the instructions on the label.  Once it's dry, the area is ready for painting.