Those legs can get a bit tricky to solder without shorting two of them. If I'm in a really tight place, I will put my hobby knife blade between two of the legs to block the solder from adjoining another leg. I haven't looked to get a really sharply tipped soldering iron... I use a 40watt from RS, and while that is the iron with about the sharpest tip they have, it could still be better. I grinded down a tip to a really sharp point, but it didn't last as long as other tips.

The other guy was right too... Don't leave your iron on the legs for too long or the FET will get too hot and permanent damage could be done. If it takes a while for you to solder each leg, make sure to let it cool before you try the next one. They can still get pretty hot, I don't mean to scare you too much, but if it's going to burn your finger for touching it for less than a second, you're probably too hot.