Hey there
I joined the forum today as well, but I'm already fairly familiar with the pick-up arts. The pick-up arts are definitely the key to overcoming any social limitations you may experience.
But just as Cliff said, only you can change yourself.
I suppose you read Neil Strauss (aka Style) - the game, and that's how you found this forum? of not read it
its really a good book.I very strongly recommend getting Style's Annihilation Method DVDs, that's really a full package of inner game and outer game. Really really great program.
If I were you I would also check out som e of David DeAngelo's stuff. David's books: Double Your Dating, and Attraction isn't a Choice have greatly helped me understand women.
You kind of sounded a bit desperate and unhappy in your post, and I suppose it is just reflecting how you feel inside. So I'm already going to go ahead and give you a few really cool techniques that have helped me.
1)Learn to talk positively to yourself. Everybody talks to themselves inside their heads. And insecure people (most people) talk in a negative way. Like "you can't do this", "you're gonna get hurt", "dude you are such a loser, you are acting like a dick", "ha look what you did, now everyone is laughing at you" etcetera...I'm sure you can relate, I certainly could
. But it's easy to fix. Just make a conscious effort to talk positively to yourself. Think in a positive way. This will change your behavior as well as how people perceive you. Plus it's a lot more fun for you to have a mindset that goes "you can do this man, you're the king.", "oh she didnt want to talk to you? doesnt matter bro, nice try, learn from it, and up to the next one" POSITIVE 
2) This little technique is called affirmations. It's follows the same principle as what I previously said. Affirmations are little sentences that you say to yourself (in your head or out loud, in front of a mirror, before bed, when waking up, while walking down the street..doesn't matter) These sentences have only one purpose: to make you feel good. To gain conscious control of your mindset.
So right now, write down 5 or 10 sentences of goals you want to achieve in the future, but write them down as though you already achieved them. These are some that I use whenever I'm feeling down or insecure: "I am the Prize", "I'm the most alpha male in the world", "all the women want me", "I'm Hot as F*CK", "I'm so confident it radiates".
The trick here is to pronounce these sentences over and over, and each time you say one, you say it like you mean it! Imagine what it would feel like if you actually were the most alpha man on earth. By imagining, you are going to feel it, your mind is going to believe it, and it WILL come true
Hope this already helped you out a bit
I personally love the pick-up arts and just behavioral psychology in general, it changed my mind. In the past months I've had 5 dates with 4 different girls that I used to think were out my league. Only one kiss-close but hey, I'm getting there One step at a time.And it will happen for you as well!
Edit: One more little piece of advice. Try to find as much information as you can on Body Language. Getting some knowledge on body language down is GOLDEN. You become conscious of your own body language, you can adjust it to convey as much confidence and other alpha male characteristics. (Like keeping your head held high, moving slowly and purposeful, not fidgeting, walking slowly but with purpose, etcetera) You can also learn to use body language to communicate. (Like directing yourself towards someone to show interest, turning to take away interest, etcetera) AND you can learn to read other peoples body language to know what they are thinking, feeling, what kind of personality they have, etcetera etcetera. Communication is 7% language, and 93% voice tonality and body language. Enjoy