I'm so tempted to just post TL;DR, but it sounds like you're really reaching out here, so I'll restrain myself!
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...Even now, when I have sex with my wife, she is usually the one who initiates it because I don't know how to get to that from the normal daily activities/conversations....
Maybe I'm crazy, but after 7 years of marriage, shouldn't you be comfortable enough to just start fooling around with her and then escalate to sex? There's no chance you'll get rejected, as long as she's in the mood.
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All the girls that I know describe me as a 'nice guy', and I learned long ago that this means a loser, a puppet, that does nothing but listening to their whining, so they see no harm hanging out with me when all their cool/funny friends are out of town or they are not in the mood for something fun, but rather need someone to listen to their girly talks.
Nice guy = you're 'one of the girls' to them, and the LEAST desirable sexually. This has everything to do with how you interact with them and present yourself, and nothing to do with how you look. It's very possible to be a friendly, pleasant person for them to be around without slipping into the 'one of the girls' zone. This is probably where you want to be.
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All this makes me feel like a failure. I never had a considerable achievement in my life, I never know what I want, so I leave the decisions to others, and I can't make new friends. This is bothering me so much, I can't even work. It seems to me that my failure with the girls is a symbolic view of my failure in all aspects of life.
Step one of coming out of this funk is to identify your strengths. Everyone has strengths, no exceptions. Everyone has success in some aspects of their lives. You're married, for one -- some people never get married at all because they don't have the balls to commit themselves to one person for the rest of their lives. Some people are incapable of holding a marriage together for anywhere close to seven years. I could go on, even knowing very little about you, but I think you get the idea.
I'm certainly not a MD or anything, but you may want to talk to someone about your self-image and self-esteem. Not being able to look at yourself in a positive light is going to throw a wrench in the works every time you try to be social, so you may want to consider working on that before you attempt to go pick up women. Again, this is just a suggestion -- some people have chemical imbalances in their brain that need to be corrected in order for them to function normally in social situations. It's like having high cholesterol; it's something physiologically out of balance, it's something you can easily take care of with medication, and it's certainly not worth living with in its uncorrected state.
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So earlier this year, I decided I had to do something to change this.
Good first step.
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Luckily my wife would go to an extended trip for a few months, and I would spend the summer trying to develop my social skills, especially my pick-up skills. If I can successfully pick-up some girls, that could help me build my self-confidence, and apply this to the other areas in my life, besides clearing an obstacle in my mind to focus on other things.
I can certainly see the logic in this.
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...'I should re-discover the foreign waters at all cost. Even being with someone that I have to pay cash to would help a bit. It would at least help me be comfortable around beautiful girls'.
I see what you're trying to do here, but this isn't the way to go. Confidence and comfort around women comes from repeated contact with them, being around them, getting out of your comfort zone step-by-step. It's possible to do all of this without doing something you may regret later in life.
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...I never used escort services before; an escort girl should be expecting to have sex with her client, and there are tons out there that are called only for sex and nothing else (By the way, can someone tell me if I'm wrong here?)
If you're in of the U.S., you're probably wrong. Technically you're paying for their company, and sex is their decision (and any payment you make for it is under the table and illegal). It's one of these impossible-to-enforce laws, but you should know that "escorts" in the U.S. (aside from nevada, OUTSIDE of major cities).
Google for the win.
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...At one point she said something like 'nothing happened, but hey, it was not my fault'....
She's right.. you can't be afraid to "Ask for the order", so to speak.
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...She asked me before she called if I wanted her to stay another hour, and I said no....
I don't know why you would do this. At this point she has already said that YOU are in control of whether you have sex or not, and you're essentially telling her to leave. "Do you want me to stay another hour?" = "Do you want to fuck for an hour?".
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...she looked sad, and started complaining about her boss; "I am with a nice guy here, and he's ruining it by giving me that bullshit"
"He's ruining it" = "We should be having sex and he's ruining the mood"
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She kept giving me mixed signals
No mixed signals so far that I can see.
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She hit her back to a hard part of the couch and said it hurt, like she wanted me to take a look at it[, or give her a massage.
Wanting a massage = Wanting sex.
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Maybe she was told to hang around for a while and give me another chance to make a move, and I did nothing.
Whether she was told to or not, she gave you at least three opportunities to start escalating things toward sex.
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I had paid an escort girl, to come to my place, at midnight, spend an hour with me, and I could not take her to bed. Not even an escort girl that I am paying cash to. I made an escort girl say to me that I was a 'nice guy'!!!
You were trying to "pick her up". I assume with an escort, your cash = all the comfort, rapport, attraction. You could have just jumped her and she would have gone with it.
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My advice to you is to try to push your comfort zone one step at a time. You're not going to be able to go from very shy to 'life of the party' in a month, but you can certainly start working on it.
What I would do to try to tackle your problem is:
1) Talk to someone about your self-esteem. Just to avoid confusion, I mean a psychologist/psychiatrist. They can determine whether or not you're depressed or not, and treat you accordingly. You will be reluctant to open up to these people, but FORCE yourself to tell them everything. Print your post above out and read it to them if you have to. I can't stress enough that if you don't think highly of yourself, others won't either.
2a) Set a goal that you want to meet by the end of the month. Maybe it would be something like "Being able to approach a group of total strangers and talk to them for at least 7 minutes before things start to get awkward". You pick the goal, but make sure it's something attainable. If you expect to be grabbing phone numbers from hot women in a month, you're setting yourself up for disappointment.
2b) Set smaller goals for yourself, to be completed on every other or every third day. These should be slowly working up from your current comfort level (maybe smiling at an attractive woman is comfortable for you now?), and slowly progress towards your end-of-the-month goal. They should all involve interacting with strangers, and they should all be repetitive. Here are some examples:
Day 1: Smile at 15 attractive women by day 3.
Day 3: Smile and GREET 15 attractive women by day 5.
Day 7: Call up 10 random people by day 7, apoligize for dialing the wrong number, but create a 60 second conversation out of it. I've heard asking them to reccomend a good movie, and tell you what it's about is a good way to do this.
Day 7: Ask 5 strangers their opinion on something by day 9. 2 Minute conversation each or they don't count.
...
...
..
And so on.
This is a slow process, but you will begin to feel your confidence growing and you will certainly see improvements in the way you interact with people.
Best of luck!
Mech
P.S.: Be cautious about "workshops" and 1-on-1 training. There are MANY people who would love to take your money and promise you tons of confidence and success with women in a short period of time, but there's no magic pill to cure this.