Step 1 - Read most of http://www.amazon.com/Nlp-21-Days-Harry-Alder/dp/0749920300/... - this is NOT a good scientific book, but it seems to be good at convincing you to step outside your comfort zone. Optionally, skip this step and do sit-ups and push-ups instead which will make you feel more confident and comes with a low price tag.
Step 2 - Practice on an opposite-gendered friend whom you have no romantic interest in. If such a person does not exist, skip this step.
Step 3 - Attend social events. These are easy to find: book groups, local music, free martial arts class. Talk to people with no intent to "hook up" or even make friends. And I don't mean "tell yourself you're not interested so you'll have a better shot." I mean just talk to them. Ask something about the event. Ask what time it is (don't wear a watch or carry a cell phone). You don't have to have a conversation. You just have to communicate. Likewise, anytime you eat at a restaurant require yourself to compliment at least one employee while you are there.
Step 4 - Rinse and repeat until you realize you're enjoying all of the events and you talk to random people with more ease. As some of the comments have said, you can have great conversations talking about silly stuff that you don't care about if you enjoy the process of facilitating a good conversation.
Don't drink unless you know your limit and have a pre-established track record for staying under your limit. Otherwise, you will end up undoing all confidence building when you get hammered and embarrass yourself once.
Avoid drunk people. They are a pain in the ass and will spill things on you. Both of these tips are easy to stick to if you don't go where people are drinking.
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