The same way you pick up a girl on the street, just talk to her.Keep it simple, if she is wearing a costume then make a funny comment about it or if it's a "normal" regular party then approach to her and make a comment about the party, if it's a house party you can say " Who would believe .... knew so may people" remember that all you need is an excuse to start a conversation that's all.
If it's not a house party you can just say " How do you like this cheap bear" or something like that.
There are a million things you can say. Here you have a video with 11 tips to improve your daygame, some of these tips are pretty useful for nightgame as well.
http://www.youtube.com/watch?v=BWeQJmdHTns&feature=plcp
This video can halp you out with you approach anxiety in case you need help with that as well.
http://www.youtube.com/watch?v=gbjRPDVWpe0&feature=plcp