We present here experimental results using High Resolution Electron Microscopy (HREM), of the structure and behavior of gold clusters on magnesium oxide smoke particles. These indicate that there is a strong interaction between the particle and the substrate, and under electron beam irradiation the particle can immerse completely into the substrate. Various other observations, for instance, motion of twin boundaries, volume shrinkage and surface diffusion, faceting etc., confirm the basic structural instability of small particles. Initial results also indicate that the stability of the cluster depends on particle size, the irradiation flux and the nature of the substrate.