I have the 200/260 watt soldering iron for just this purpose. It heats things up fasts and gets them hot enough to make the solder bond to the socket properly. I first use a cordless Dremel with a non-metal brush to clean the socket in the location to be soldered and then apply flux with a brush.

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There is flux in the solder that helps clean the surface. If you have a ball of solder rolling around that is not sticking, the flux has been "used up". Once this happens it is near impossible to get that glob to form a good solder joint. At this point I clean the iron and try to get rid of all the solder currently in play to start over fresh. Apply a new layer of flux with a brush and try again.

Remember the number one rule of soldering is having everything clean and corrosion free. In the case of soldering sockets, this is even more important because we are soldering something that was not really made to be soldered. I was fortunate enough to take soldering certification training about ten years ago. Cleanliness of the surfaces to be soldered and the solder itself is important. We used alcohol and brushes, then dried the surfaces and applied flux with a brush. We even cleaned the solder itself with an alcohol soaked rag prior to use. If everything is clean and at the correct temperature the solder clings with surface tension like magic. Once it is done, cleaning the flux residue with alcohol is recommended or it will accumulate dust and grime because it is sticky as hell.