I saw these the other day that look quite interesting but I haven't tried them
http://shop.rc-electronic.com/e-vend...t=12&c=46&p=46
I'm not very good at soldering but I hold the wire place with some form of clamp (against at least 2 pins if you can) and let the solder flow. The heat carried in the solder tends to heat the pins enough for a bond. You can tin the pins first to help.