It can be hard to break into a group, because they have their established patterns, but the best thing is just to give it time and don't push it. I was in the same situation for the past year and it's only now that I'm feeling like I've broken properly into the group, which is a pain because I'm going back home next week! I think you have to have a fairly thick skin aswell and decide that you won't be offended when people don't include you or seem to ignore you - this is normal and it doesn't mean they don't like you, it just means that they don't see you as part of the group yet. You just have to hang in there, make yourself available, be flexible and open and ask questions. Try to find someone in the group that you particularly have something in common with and focus on them because this can give you gateway into the group - they will be the one who remembers you and thinks to invite you to group activities.
People in groups are often a bit thoughtless about new people - they don't remember to make an effort to include newbies and to make sure they're not left behind, so be prepared to be a bit bolder than usual - once you feel a bit more comfortable, try inviting yourself along to things - it can be really hard, but it's sometimes the only way to make yourself part of the group. For example a couple of times the group I'm in were talking about going to a film and I had to say "can I come?" which makes you feel like a five year old, but you have to remember that the group might be just as nervous as you about making that move, so you have to let them know that you're interested. I made sure I got people's numbers and kept in contact with them - over time they started contacting me and including me.
Making friends can be a tough, slow process and you just have to patient and not give up - if you seem unavailable then people will very quickly give up on you, so be open to new opportunities and be wiling to go places and do things at a moment's notice - later on you can be more picky, once you've sussed out who you'd like to be friends with.
God that turned into a bit of an essay. I know from experience how daunting it all can be, good luck!