What is the wattage of your iron? If the wattage is too low, the solder will cool too quickly to properly adhere.
I normally use the Lenk solder gun for soldering to track, and it operates around 180 to 240 watts. This is too big and probably too hot for electronic components, but perfect for soldering wire to track.
I tried using a 30 watt iron for soldering wire to track, and the same thing happened to me.
I use mostly Gargraves and Ross, so I don't usually have to worry about rails heating up, as the ties are wood. For Fast track, I would suggest testing the gun on a piece of track you can afford to lose, to be sure it won't melt the plastic road bed.
Finally, you might want to grind the side of the rail with a Dremel tool to get the solder to adhere better.
