It is NEVER safe to try and solder a Lithium battery !!!
If you have a protected cell, the heat can damage the PCB. You first should take the time to learn about why Li-Ion cells are more dangerous (i.e. explosion & fire risk) than NiCd or NiMH cells before using them.
Excessive heat (especially from soldering) can melt insulation layers, causing damage to the gas vent safety mechanism. It can even cause a Li-Ion cell to spontaneously overheat, release toxic smoke, burst into a 1500° F fire and/or explode with shrapnel damage.
As far as solder not sticking (which means you tried doing it--BIG DOH), that is a function of you not preparing the nickel plated surface properly and/or not using flux.
I never cease to be amazed at how many new users are not yet aware of the dangers with Li-Ion cells. There are many recent threads discussing it. It is also a good example why people should not get upset at those of us who try and warn people about Li-Ion cells. It is clear day after day from threads like this that many people have not yet heard about how to safely care for Lithium cells.