Keith already hit the most important. Here's a simple, three step technique.
1) wrap the wire around the post to which it will be soldered. It should stay all lby itself.
2) hold the tip of the soldering iron against both parts (where they meet) to heat them both up. Touch the solder to the joint briefly to see if the wire melts the solder. When it does, leave the solder there until unough solder has melted to cover the junction.
3) don't let anything move as you take the soldering iron off the part. If the wire jiggles, it ruins the joint.
about.com usually has some nice animations for these kinds of topics.
Daniel