I bought him yesterday because I want to try a tank but I can't hold good I'm a little squishy compared to others tanks so plz help.
My masteries are 09/21/00 (magic pen)
My runes are Red: magic pen, Yellow: flat armor, Blues: flat magic resist, and quins: movement speed.
And my build in order of boughts are: Doran's shield, thornmail, boots of mobility, warmog, force of nature, raduins or frozen hearth and guardian angel.
My order of skills are: Q, W, E and then I maximize the E and then the W.
What's wrong with this :(

Don't buy items in a set order, change things up depending on your team/the opposition.

I'd advise buying Doran's later and letting the HoG tick over while you lane/jungle. Also get Warmog's earlier, it's an item that gets better as the game goes on. Items like Sunfire can help, more HP and free damage while you've got E/R on. Alternating E/W can be more beneficial than simply boosting E since W is a free thornmail with MR included. Also keep in mind that just because you're tanky, doesn't mean you're invincible (unless fed). You can and will die, especially if you go into a 1v5. Feel free to initiate, but make sure your team is around to dish out the damage.

Disclaimer: It's been a long time since I've played him, I don't own him, YMMV, IANAL, I don't ranked, and I have a disturbing tendency to suicidecharge the enemy team regardless of who I'm playing. Use at own risk.

Rammus's early game is horrible - he's really easy to shut down/kill.

Just some ideas:

Runes - change the blues to magic res per level, they will be more useful
- change the quints to flat HP or flat AP, you don't need the extra speed from MS quints because of your Q
- hp quints for more safety, AP quints for more damage

alternate leveling up W and E - the W will help you survive more.

Rammus doesn't need boots of mobility because he has Q. Buy tabis or merc treads for more defense (based on the enemy team)

As for items, you're just going to have to learn to build based on the enemy you are facing. Buy a gold item early, then build Armor or Mres based on the enemy team. An early Warmogs is good as well since you can build it up over the game, and your W will give you extra defense while you build your other items.

Lol thank you it works (both)

I agree with what everyone said, but I would say max your e first since that is your only cc. Rammus has one of the best taunts in the game. Other than that, good comments.