(1) After you have done this long enough you put a goodly blob of solder onto each pad then feed solder rapidly onto the iron to forma growing floating molten blob between pads the you perform a Vulcan mind meld and the floating blob reaches out and joins hands with the excess solder on the pads on each side and wicks onto them both. You pull the iron away as it all stars to happen as otherwise the molten blob will be pulled onto the pads by surface tension. At least, I think that's how it goes - it gets a bit dim around the mind-meld par after you have dome enough of these to make it work enough of the time to be useful.
Problems include wicking hot solder onto cold solder is liable to leave the dry-est of joints, and if you touch or approach it with a hot iron while working nearby the blob will gleefully liquefy and rush off onto one or other pad. Murphy says you never see the crucial ones go.
(2) Easier, bette quality, will not vanish in a puff of soldering iron:
Use wire, probably single strand. Tinned.
Either bend one end with a few mm bent at 90 degrees, place bent end down one hole, tack solder, swing wire across 2nd pad to be joined to. Tidy. Cut off excess wire flush. Or ...
(3) As per (2) above but wire is on surface at both ends. Can avoid wire in holes, easy to suck off latterly, easy to accidentally remove.
(4) PLace U of wire into holes to be joined, LIGHTLY bend to retain in position. Cut wire now or after soldering. If now bend ends lightly so link will stay in pcb till soldered.
@Earlz - I didn't realise you meant that you had pins in the holes.
If pins were long and have been trimmed, bend leds over as required before trimming - as others have said.
BUT you can get superb wires that will often fit in hole with pin.
Kynar or Tefzel or other flurocarbon insulations.
Super thin - down to 30 gauge = 0.002 inch = 0.05mm dia.
Very good for links etc. Highly soldering iron resistant. coil of Kynar can be wrapped around an iron tip and maintain its mechanical integrity, while looking "a little sad."
Kynar performance characteristics and data
Jaguar Kynar and Tefzel wirewrap wire here down to 30 gauge ~= 0.002" dia. =~ -.05mm dia. Goes down holes nicely. Super super super hard to strip. Use sharp wire cutters and magic. Other irrelevant to this hread but need wire products.
also comes to mind - may be wrong. This is all usually used for wire wrapping. Silver plated wire. Insulation is highly heat resistant. Can put end down hole with pin and solder or make a small loop around pin ! http://en.wikipedia.org/wiki/Polyvinylidene_fluoride
Tefzel and [here] and 27 page properties book here
and 'Wikipedia ETFA](http://en.wikipedia.org/wiki/ETFE) which it is.
- DuPont™ Tefzel® is a modified ETFE (ethylene-tetrafluoroethylene) fluoropolymer available as pellets or as powder for rotational molding. Tefzel® ETFE resin combines superior mechanical toughness with an outstanding chemical inertness that approaches that of Teflon® fluoropolymer resins. Tefzel® features easy processibility, a specific gravity of 1.7, and high-energy radiation resistance. Most grades are rated for continuous exposure at 150°C (302°F), based on the 20,000-hr criterion.