Since you didn't go into a lot of detail I'll try to give you what I think could have been done better.
First things first "tanning" as in literally getting a tan in the park? Well if that's right then they would have shields up because 2 half naked chicks will expect guys to come up to them lol.
Your opener is good dude...I think you just said it bad even though it did what it was supposed to do (open a conversation). You gotta establish a time constraint...always have something better to do than picking up chicks. Anyway dunno if you did this stuff but if I was using your opener it'd go something like this:
*Smiling*"Hey guys I'd like an intelligent woman's opinion on something...*serious face* now this is a really serious question so think carefully before you answer...when a turtle loses his shell *pause for dramatic effect* is he naked or homeless *huge cheerful smile*?"
Just throw in the time constraint somewhere...tell them you and your friend are gonna hang out with some friends somwhere or whatever but time constraints are important for chicks who have their shields up especially.
I'm guessing the other problem is that you waited too long to dhv. Simple answer is dhv earlier lol. Chicks love Cs vs Us, best friends test (would have been a good choice if they were together tanning) whatever you want to do man.
Remember you didn't do anything wrong you can just do better. Learn from this. Any other questions feel free to ask.
Happy puaing