Vibration is your killer here - so you want to be able to prevent the wire vibrating, and your prevention needs to be as close to the joint as possible. I prefer to solder to the top of the pin and glue on top of the CPU. Either hot-glue or silicone glue will work - if you go for silicone, make sure you use an acid-free silicone such as GE Silicone II (not sure if it's available in the UK, check Homebase etc).

As for the soldering itself, don't forget to tin the wire first or you'll lose solder from the joint as it wicks up the wire. Make sure you also use some no-clean flux to ensure that the surfaces are clean. I _really_ like the no clean flux pens for this small work.

Glad to hear that it's not a head-scratcher.