You need to get them right onto the solder joint as you're heating it up. If that plastic tip of the sucker is melting that's usually an indication you're using

You need to get them right onto the solder joint as you're heating it up. If that plastic tip of the sucker is melting that's usually an indication you're using it the right way ;) e.g. with a DIP part you basically get the sucker over the pin/pad and push it hard against the molten solder so that it's sucking through the through-hole. Like many things with soldering it's an acquired skill. Also having a good temperature controlled soldering iron with an appropriate tip is important.