A couple of suggestions from an OLD shy guy:

1. Practice striking up brief conversations with ANYBODY, not just women you want to meet. That's what we strangers are here for, your practice. Talk to obviously married women in grocery stores about vegetables. Talk to guys about tires. Anything to practice the art and task of conversing.
2. Don't look for "lines" to say to women, you'll feel like an idiot saying them no matter HOW clever they sound in private, and that feeling of idiocy will be all that the women see. You CAN however, think through things that you LIKE to talk about in a given venue, in advance, and plan a few TRUTHFUL phrases to get you over the panic hump of saying hello.
3. I find a good prepared graceful exit strategy is very important. Be able to calmly say something gentlemanly if, say, a boyfriend who was just in the loo shows up suddenly. Have another nice phrase handy to respond to nervous turn downs you are bound to get. Something you can say with a smile. Sometimes, a person who turns you away will rethink their opinion if they see you handle rejection with grace and aplomb.
4. Watch lot's of comedians. This can help you develop your own sense of humor, as well as providing relief from the stress of trying to meet women.