Soldering Guide
Preparation
It's essential that the board and soldering iron are clean before starting. For example, clean the PCB in isopropynol with a toothbrush, then dry with warm air. Avoid touching any of the contacts, as grease from your skin will prevent the solder running. Then take a look at your soldering iron - if the tip is at all black, it's time for a new tip. A temperature controlled iron is well worth the investment, with basic models like this available at a reasonable price. Soldering should be possible at about 270C (with leaded solder) and 300C with lead-free solder.
For a really professional job and almost no chance of dry joints, use some quality flux like this. There's flux included in any multicore solder, but applying more works wonders. The board will need to be thoroughly cleaned after assembly either way, either using warm de-ionised water, isopropynol, or a specific flux remover.
When soldering, first tin the bit by touching the solder on the bit. It should run over the bit, rather than forming a blob - in which case the bit should be cleaned off with a slightly damp sponge, and then tinned again. If the solder just wont flow, try a tip cleaner or ultimately a new tip. Do not proceed until the bit can be properly tinned, since the result will be dry joints and a ruined board.
Once properly tinned, touch the bit mostly against the pad on the board, with just the side touching the pin. Then after a second or two, apply with solder against the other side of the pad and pin, and the solder will be drawn into the joint. Note that solder won't always flow right through the board and onto the pad on the other side, but this doesn't matter (it can only be achieved consistently with infrared heat applied to the other side of the board whilst soldering).
Here's a video showing tinning the bit and soldering an IC socket, using a basic temperature controlled iron, tin/silver multicore solder, and Edyson FL22 syringe flux: