It is called "heating the work". If you can't heat each piece to the point where the solder flows onto it (too small a wattage of iron, large pieces), then it won't properly stick. If you heat the wire too much there is the chance of melting the jacket and it can also be tricky because the solder will continute to wick up the strands. If you insist on doing it, start by getting some solder started on the wire and on the connector individually first and then put them together and heat them until they attach, adding additional solder to create the connection.