Biting the bullet is easier said than done. Confidence is not just a BS mindgame you've gotta play with yourself, it's a reflection of your own understanding of yourself and your abilities/skills/talent/looks/etc.
If you wanna develop confidence it's a big step from not having it to being able to sweep someone off their feet in the first meeting. That was my experience, anyway.
The solution for me was to stop trying to pick up and start to just talk to people.
Read 'Conversationally Speaking' if you're really not confident, or better yet -- get a job in retail! Learn how to start a conversation smoothly (please no pickup lines, except for in exceptional circumstances!), how to keep it going. Get some stories. Don't make them up, but find them, remember them, keep an eye out for them. I suck at telling stories, but even that's something to talk about. Have a PASSION, and be passionate about it - it's very contagious! Try to cut a conversation short before it goes downhill; it starts going bad, you look like an ass, you get 'rejected'.
DON'T approach the girls giggling in a group around a table in thier own little clique (at first); DO talk to the people when you're standing in a line or in some situation when there are people waiting, or to sales assitants.. (not just girls!!! other guys, younger people, OLD people are an awesome source of stories!).
Everyone will have their own opinion of how to do it, and some things work for some people, others work for other. Stop worrying about what to do, and just do it.