Hi,
What you should be doing is to touch the soldering iron to the joint to be soldered. This heats the joint, then apply the solder to the joint (not to the tip of the iron). The solder should flow around the joint, remove the solder wire, then the iron. The whole process should only take a few seconds.
Make sure your iron tip is clean and 'tinned'. also make sure the copper pad on the board is clean, you can clean this using wire wool (or use a pencil eraser) before you put the components through the hole.
If you find problems with the solder 'bridging' between the legs of the socket, you probably need a finer tip on your iron.