soldering trick from Taylor: rub the melted solder around on the steel parts with a little wad of steel wool, with some flux. The steel wool somehow helps everything get a nice even coating, maybe it helps keep the metal clean. Coat both surfaces to be soldered with solder(called 'tinning'). Then put them together and reheat with new flux, flowing a bit more solder into the joint.
Cleanliness is so important. Overheating is the most common cause for solder to not flow. If overheated the flux breaks down, the parts to be soldered oxidize. This oxidized layer prevents ANY solder flow. Scrub parts clean, reflux, and try again. You'll get it to work....But not by overheating.