It may just be me, but the link Trevino posted came up with lots of errors, so here's a direct link to the article he mentioned:
approach-anticipation-excitement-vt35880.html
As far as carrying on a conversation, you need to be an interesting person. I can teach you all you could ever want to know about game and you could study under every big name guy out there, but if you're not an interesting person with things to talk about, then you're not going to be able to carry on a conversation. This isn't a pickup problem, this is a matter of opening yourself up to more topics that you can talk about.
If you are able to have a conversation with someone on just about any topic that comes up, then perhaps your problem is that you don't realise what you should be talking to a girl about. Girls are people just like your friends, you don't need to discuss magical, special topics in order to entertain them, just talk about whatever you would with anyone else. I talk to girls about music, movies, social dynamics (this stuff) and mostly people watching and the funny things people do because that's what I talk about with my friends. Honestly, you don't need secret topics that guys are supposed to talk to girls about, you just need to talk about whatever you as a person talk about regularly.
My favorite example is of a student I had at a workshop who said he had the same problem. I told him to pick one of his favorite things and to talk to girls about it because it would work really well because he'd be so passionate about it. He said he's super passionate about Godzilla, so I told him to talk to girls about it. He kept saying it didn't work, so I went up to some girls with him and started talking about Godzilla, which turned into talking about movies, then Fight Club and off into other topics which sprung from our discussion.
You can start talking about just about anying that you are interested in and as you have the conversation other topics will come up that you can link to and you start talking about that, then link to another and another and another. You don't just talk about one topic, you branch from one to another, it's called multi-threading and is a very powerful technique that I don't see mentioned enough anymore. I'm actually going to include a section on it in my forthcoming ebook + audio package and if you're really interested in learning more about it, I suggest you check it out because I've been dubbed the Master of Multi-threading by friends and students.
