Here are a few general soldering tips that might help (if applicable):
1: Clean all the points you will be soldering with Q-tips and rubbing alcohol before you start, this will clear any dust, oxidation, or residual flux from the board. Solder will not transfer to dirty/dusty surfaces. This applies to the iron as well, solder will not melt onto a dirty iron so be sure to keep it clean while you are working. You can buy special tip cleaners, (I just periodically wipe it on a moist dish sponge.)
2: Use flux. Flux makes soldering much easier by keeping surfaces clean and allowing for better heat transfer and solder flow. If you aren't already using it this will make a big difference.
3: The surface you are soldering to must be properly heated by the iron for the solder to transfer. Low wattage irons will take longer to heat the surfaces and can be frustrating to use for this reason. I like to use a 35 watt iron, (you just have to be quick when soldering ICs and other sensitive components.)
Working with solder takes a little getting used to in order to understand it's strange behavior. If you are new to soldering I highly recommend practicing on an old or broken circuit board that you don't care about to get the hang of it first (old PCI modems are good for this). Good luck.
