STEP BY STEP
Use a pair of good quality wire strippers to remove a decent amount of insulation from each of the three wires.
Take the first pair of wires and twist the exposed ends together, wrapping them really tightly.
Now take your third piece of wire and twist the exposed end tightly around the first pair of wires.
Run flux over the three wires and solder the joint. You can help prevent shorts by wrapping the joint with insulation tape.