Does it need to be soldered?
All connections should be soldered to work reliably. But I don't think the power jumper is the problem here.
I'm using a 1.5amp regulated DC power supply.
That should be plenty.
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having some difficulty with the type of solder he was using. It may have been because it was lead free.
Yes. Lead-free is more difficult to work with.
I also know that one of the pins does occasionally pop out when plugging it into the arduino but surely this doesn't matter as long as the metal connects?
No. Residual flux and oxidation between the surfaces will make the electrical connection unreliable. Looking at the photos, there are several 'cold' joints, and most of the joints show insufficient wetting of the pad. Check this page for some tips on recognizing and fixing these problems. http://learn.adafruit.com/adafruit-guid ... n-problems
Lead-free solder works best with a hot iron (400C/750F). Be sure to clean the tip regularly between joints. If it is a low-powered iron (25W or less), it may be necessary to pause a bit between joints to allow the tip to come back up to operating temperature.