Well speaking as a guy who is very confident and outgoing with his mates, i really have trouble just going and talking to a girl. Maybe they are like me... I think it is because when you know how and what to talk to people about (like with friends, you know what to avoid etc) but with somebody new kinda worried about making an ass of yourself? Well, that's me anyway.
Being with your friends doensnt help btw, ill rarely approach a girl for the first time if she is surrounded by friends. Try to be more approachable? (You may already be, just an idea.)