That's normal, feeling nervous when you are in a new place where you don't know the people around you is completely normal but you have to push youself or you are never going to improve.
I think that's related with your approach anxiety, before trying nightgame or pickung girls at parties you hould have your aa under control or is gonna keep giving you a hard time every time you approach a girl.
This video can help you out, here you have some tips to help you control your aa.
Just take your time and be aware that is gonna take a lot of time until you have it under control.
http://www.youtube.com/watch?v=gbjRPDVWpe0&feature=plcp
Good luck!