Soldering 101
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1. Use a good soldering iron. The 40 watt Radio Shack special irons will just frustrate you with RC wiring.
2. Use a good solder
3. Get your iron HOT before attempting to use it. I generally solder RC stuff in the 700-750* range on my Hakko station.
4. Tin the soldering iron
5. Tin both sides of the wire by heating the WIRE or ITEM itself until the solder will melt on the WIRE or ITEM by itself. You should never melt the solder on the iron and let it flow onto the wire/item. Always Always Always get the item your soldering hot enough to melt the wire on it's own to prevent a cold solder joint.
6. CLEAN THE TIP OF YOUR SOLDERING IRON
7. Find a way to securely get the wires touching each other. I use a helping hand when possible...and a pair of needle nose pliers.
8. Re-tin your soldering iron.
9. With both wires/items touching (remember those needle nose pliers?), touch the tip to the bottom wire and let the solder melt and flow between both wires. It will turn silvery and smooth when melted.
10. Carefully remove your soldering iron from heating the items and HOLD THEM IN PLACE while you blow on them or let the air naturally cool them so the solder hardens again.
11. Check the solder joint for strength and color. It should look shiny and not dull when you're done. If it's dull, you have just gotten yourself a cold solder joint and it WILL break eventually.
12. Crack open a beer and admire your work.
If that doesn't help, check youtube for videos. TONS of them out there.