I think Wolfheart has a point, in that the fear aspect is usually only improved by exposure to the fear.
I don't believe fears are often conquered as in they never come back. Instead I think its a matter of pushing them back by becoming used to them. One approach is to regularly expose yourself to that fear at a low level. After a time it becomes easier and then you move up a notch to begin trying things a more scary, and then become more comfortable at that level.
In this case rather then go for broke, like in asking someone out, etc, instead try to just find a lower level goal like having a short conversation with a girl. It doesn't have to be someone you have a crush on, and it can be very short, like just greeting them (ie. How's it going?). From there try to progress to slightly longer ones, etc. The initial idea is becoming more comfortable being around and talking with girls in general.