Make a good twisted connection first, wrapped tight with pliers. (Look up "Western Union Splice") Then do the soldering job quickly, or the fuse link wire will melt and fall apart. That's how it protects the circuit- - - -it has a much lower melting point than copper. The shrink tubing is a good idea- - -you can shrink it with a match, a heat gun, or a quick wave-over with a Propane torch.
Jerry