Hey driven1,
Luckily your situation doesn't sound too bad. For you it's just making the connection, not actually what to say once it's made.
I've approached literally hundreds of women so here is what I would recommend. Before I do that I want to explain something so we have a solid basis to start from.
Over 90% of what a person does is subconscious; you go to work the same way every day, brush your teeth the same way every day, put your pants on the same way every day and so on. Your subconscious has accepted this negative image of yourself in regard to approaching women and that is what needs to be changed. To change your subconscious you need to feed it IMAGES and thoughts of what you would like to happen.
First, every day I want you to spend a couple minutes visualizing yourself successfully getting phone numbers from women at different places. Really feel the feelings as if it were real. This does two things: 1) It puts the Law of Attraction into your favor to attract more positive experiences to you and 2) It ingrains these new images in your subconscious mind faster. The more emotion an image has, the faster it becomes ingrained in your subconscious mind. Here is an example that self-help author Jack Canfield often uses in his talks to illustrate this point. He will ask his audience, “How many of you remember where you were when you heard about the September 11th attacks?” Almost everyone raises their hand. The event was so emotionally powerful that it became ingrained in everyone’s mind.
Remember, over 90% of what you do is SUBCONSCIOUS so if your subconscious sees you successfully getting numbers all the time, it will go to work on creating that reality for you. The faster these new images become ingrained in there, the faster your mind will go to work making them a reality.
Right now the image and self-talk you have in that aspect of your life is negative: "I am TERRIBLE at approaching. AWFUL." We need to retrain your brain to see you as being successful in that department. Remember this as it is important,
YOUR OUTER GAME IS A REFLECTION OF YOUR INNER GAME. By changing the inner, you will have a better outer. After you spend a couple minutes visualizing, I want you to say some new affirmations to yourself to change your internal self-talk.
1) Women enjoy having me talk to them
2) I express myself clearly and confidently
3) I am great at approaching women and getting their phone numbers
4) I am fun to be around
5) Women enjoy my company
6) I am always calm, cool, and confident when approaching and interacting with women
Feel free to add in whichever ones you like. I want you for one month straight to spend a few minutes every morning visualizing the end result (getting the numbers) and really feeling the feelings as if it were real. After you do your visualizing, you are to say your affirmations to yourself so that you can change your internal self-talk.
Now you seem to be a pretty positive guy, and if I had to take a guess as to why you're not so good with cold approaches it would be because you don't have any strategies for the approach. You're thinking in your head "what should I say?" which in turn causes you to have panic and anxiety, which makes your whole approach sloppy. The sloppy approach reinforces your negative self-talk and the cycle continues.
First thing I always do before doing a cold approach during the day is to take a deep breath, relax, and rehearse in my head what I am going to say (if there is time of course). This does a few things; 1) It calms you down 2) It allows you to rehearse what you are going to say which will allow you to do it more confidently when you speak to the girl. 3) It allows you to plan for things she might say so you can come up with something good to say in return. 4) The girl will see how confident you are which will make her more attracted to you which will make you more confident which will make her MORE attracted to you. It's a beautiful cycle.
I like to use Paul Janka's method when approaching women during the day. Basically he says to get the number and get out of there in under a minute.
Paul Janka - Getting Laid in NYC - read here.. - PUA Reviews and Ratings
It works something like this: "Hi my name's Tony, I thought you were really cute and wanted to come introduce myself (shake hands). I have to go meet some friends in a minute but would you would like to go grab some drinks sometime? Give me your number and I'll give you a call". I used this the other day and it worked like a charm.
You can also do these other things such as pick something that stands out about the girl and compliment her on that: "I like your earrings. They really draw attention to your face. Hi I'm Tony (shake hands). I thought you were really cute and wanted introduce myself. I have to go meet some friends in a minute but would you would like to go grab some drinks sometime? Give me your number and I'll give you a call". As you might have guessed I also used that the other day as well
Or "I like your style (I saw a woman dressed well at Starbucks). You can really dress. Hi I'm Tony (shake hands). I have to go meet some friends in a minute but would you would like to go grab some drinks sometime? Give me your number and I'll give you a call".
Couple things to note:
1) Keep it short if it is during the day. The less you say the less chance you'll have of messing it up. Also, it will allow the girl to really feel the impact of what happened. A confident guy just went up and asked her for her number.
2) Don't ever think you're inconveniencing someone. Most women love it when men talk to them as long as the guy is kind and courteous.
3) It is okay to compliment women. Some guys think "Oh I don't want to give her a big head" and other things like that. Forget that stuff. A nice, genuine compliment can go a long way.
4) Be clear. This does two things: 1) It lets you know immediately if the girl is interested or not and 2) It lets her know what you want to do. Notice I don't say "Can I uh have your number and maybe give you a call and we can do something?" No, I say "Would you like to grab drinks sometime? Give me your number and I'll give you a call".
5) Let her know there is a time constraint. This does two things 1) Let's her know you're not sticking around forever and 2) Allows you to get out of there so there are no awkward quiet moments.
6) PRACTICE PRACTICE PRACTICE. You are learning a new skill. BE PATIENT WITH YOURSELF. A lot of guys stop trying after one unsuccessful attempt.
Be patient with yourself. You are learning a new skill! Just like anything it takes time to become proficient at it. Also, realize that just cause a girl says no doesn't mean she might not have been into you. She could have 1) have a bf or husband 2) Be having a bad day 3) Be in a hurry and so on. I've asked a girl out before and had her say no only to jump at the chance the next time the opportunity came around. The first time she was in a relationship, the second time she was single.
There's a saying: "Every master was once a disaster". Mystery, Strauss, myself, almost all pick-up artists (not saying I am) were horrible with women before they honed their craft. Give yourself time to get good at what you are doing.
If you go to a club, talk to ten girls that night. If it is the day, approach three women during the day. After opening up dozens of sets, you will be calm, cool, and confident all the time.
If you like what I wrote, let me know and I can post other things such as the importance of "Acting As If" and "Dressing The Part" (in case you don't know how to dress).