to solder something is usually to join two electronic things together, and form a conductive route.
for example a wire to another wire, or a wire to a resistor etc..
anyway, when you solder, you melt a metal (usually either silver, or a combination of lead and tin) at relatively low temperatures with a soldering iron (a device with a tip that heats up) and join the two things together with this melted metal.
I used one to modify my 7900 GT, so I could get it to 750MHZ