you did put a blob of melted solder on the tip of the iron, then put it on the wire(s) to be soldered, right? If the tip is clean, it won't transfer hardly any heat.

Otherwise, strip the insulation back an inch or two, then clamp small vice grips on either side of the joint. They'll absorb most of the heat and prevent it from messing up the insulation. Then slide your shrink tubing (that you put on before solding the joint) over the entire joint.