The best method is to point the flame away from wood, etc., although your ability to do that varies from situation to situation.
If you are completely unable or mostly unable to accomplish that, the best method is probably using some metal to absorb the heat, with a small piece of welding blanket behind that. Not all welding blankets are the same. Some can withstand temps of 1000F, while others can withstand temperatures of 1800F and higher. Try to get the higher temperature stuff, and understand that you cannot hold the flame directly to a welding blanket, as even a propane torch puts out temps of 2000F and higher.
On top of that, you can also use a damp rag to shield heat-sensitive parts that are nearby, especially if they are attached to the pipe itself. Evaporation sucks up the heat, protecting nearby parts.
If it is difficult to juggle everything, keep in mind that you only need the solder near the end. Try to secure the sheet metal and welding blanket before hand as much as possible without ruining anything, and then go at it with the torch and damp rag. After 30 seconds, swap the damp rag for the solder. Once you're done soldering, use the damp rag once again to cool the nearby pipe, but avoid the soldered location, as a quick cooldown will weaken the joint slightly.
MAKE SURE YOU DO NOT DROP THE TORCH, ESPECIALLY IN CONFINED SPACES. IT MAY BURN YOU OR FALL INTO AREAS FROM WHICH IT CANNOT BE RECOVERED. NO MATTER WHAT YOU DO, MAKE SURE YOU DO NOT DROP IT OR POINT IT AT ANYTHING OTHER THAN THE PIPE, JOINT, OR OPEN-AIR, AWAY FROM EVERYTHING. ALWAYS HAVE A FIRE EXTINGUISHER NEARBY.