I just recently made up a docking connector, I found the easiest way (well without buying a crimper) was to get a properly sized bit of wire. Strip a small portion off the end, tin it with solder, crimp it with some needle nosers (one side at a time, rolling towards the center) then taking the soldering iron and applying firm pressure on the bit of metal directly above your tined wire. Then crimping the lower part of the pin in the same fashion as above onto the non stripped peice of wire.

BTW, make sure your needle nosers have a fine tip but can apply some serious pressure.