Do you clean the metal first, Tigorl? That's the most vital bit. Scrub with fine wet-and-dry paper or wire wool before you do anything. 'Tin' the parts before you join them- that means apply solder to each part, then heat the joint together without applying extra solder. Don't use too Much heat- the solder beads up instead of flowing into the joint. And don't try and solder aluminium.
If you could tell us clearly what's actually happening when your solder doesn't 'stick', we can probably work out exactly where you're going wrong. Unless you've already got it sorted with the flux!