OK, first of all I'd recommend you get some steel of about the same dimensions to practice on. Everybody ASSUMES soldering is easy until they try it and find out they're not paying attention to the basics and screw something up.
Don't let this scare you...soldering IS easy, but there are some basics that, if you don't understand and practice a little bit, will end up frustrating you to no end, and possibly lead you to damaging what you're trying to solder.
First of all, fit up your components before trying to solder them to make sure they'll mate the way you want. And figure out how you're going to hold them in proper alignment during the entire soldering process. Loosely fitting components and components which move around while soldering make for failed or poor solder jobs.
Soldering (or brazing) needs CLEAN components. Clean as in down-to-the-bare-metal clean with no finger oils and such. If your components aren't down to the bare metal and clean of contaminants, then no amount of heating and applying solder will get you a proper, smooth flow with good bonding.
So get your solder surfaces to bare metal, clean with alcohol to remove oils, and don't touch the parts with your fingers afterwards.
Flux is your friend. Flux is designed to help remove contaminants from the solder surfaces and keep the surfaces being soldered from oxidizing while heating the components. While it is possible to soldier without flux, you are far more likely to have problems if you don't use it. So, after cleaning the components, apply flux to them.
Use the proper solder for the job. What works for electronic circuits will NOT work for steel. You need a silver solder for your work.
Heat BOTH components up to the flow temperature at the same time. Flow temperature is the temperature at which the solder will melt and flow onto the metal, forming a tight bond with the metals being soldered. Heating the solder with the torch does NOT work...it just melts the solder and it will NOT stick to the components.
Once you've heated the components up to the flow temperature, touching the solder to the joint of the components being soldered will cause the solder to melt and flow into the joint. A properly fitted joint will cause the solder to "wick" all through the joint, forming a good, solid metal-to-metal bond between both components and the solder. Some neat dressing up of the joint itself by moving the solder along the joint and/or quickly brushing the solder joint with a quick flick of something like a cotton cloth along the joint may improve appearances.
Do NOT overheat or apply heat any longer than it takes to get the solder job done. If you reach flow temperature (solder melts readily on contact with the hot components) but you cannot get the solder to flow, then you've messed something up and you need to remove the heat, wait for things to cool down, then prepare everything again from scratch. Almost all problems related to this have to do with cleanliness issues...get down to bare metal, clean everything with alcohol again, flux it, clamp your components together again and then solder them.
So, get some pieces of similar metal and do a couple practice fittings to figure out how to get a tight fit, hold the pieces together, and get the components quickly heated up to the proper temperature to allow a quick, smooth solder technique. Then set up your pistol and have at it!