This is usally caused by either not enough flux and or not enough heat applied to the pad. Remember that this wire is thin and will heat up quickly and begin to allow the solder to melt way before the pad gets hot enough for a proper connection. In this case the solder will melt on the wire and flow to the cold pad and not stick. Make sure that when you are soldering these that the iron is on the pad as well as the wire and touch the solder to the pad and not the wire alone. If the pad is hot enough to melt the solder, then the thinner wire will be as well and you should get a good joint. If not, then check to see what type of solder you are using.