How to set metal fence posts?
How tall are your posts to start with?  A 6 foot above ground post should have at least 2 feet in the ground in your area.  I would be setting them in concrete so you have a good solid base and good ballast. A metal post in concrete won't rust as long as you dome the top of the concrete so water runs away from the post.  

I'll share a clever trick that works well and is very fast.  After digging your hole for the post, set one or two bricks in the bottom of the hole to set your post on. You will of course have to adjust for height and plumb the post. Then simply pour an 80 pound bag of Sacrete premixed concrete mix around the post dry, right from the bag.  Now just pour apx 2 gallons of water on top of the mix and leave it alone for 24 hours.  You will have a solid concrete base for your posts without having to mix concrete.  Mixing concrete is good, even better, but this little trick is fast and easy.