Spark1989,
First of all, I want to seriously congratulate you on getting you butt out in the field and attempting this stuff. That is a huge hurdle to overcome!

Secondly, I also want to give you some praise for actually approaching people. That's a second huge hurdle for many people out there.
During the first set you said at the end she just started to back away and then it was lost. To be honest you are going to have to deal with this for a little while being newer. There are ways to stop interruptions and this sort of stuff in the set but it comes later. Right now you need to focus more on the beginning steps of opening, attraction, kino etc. Believe me there is enough to think about before worrying about that too much.
The last set sounds like it went pretty well. Okay so you made a small mistake in telling her to pick up the pen. Oh well, shit happens right!
Here are the things I think you should start getting in your head before you go out next time.
1.) Learn how to project your voice without yelling. Night clubs are loud and there isn't much you can do about it but you do get more use to it. Make a motion to get her closer and project your voice. OR
2.) You need to move your sets within the club or venue you're at. If you are in a loud area after some attraction is built move them to a quieter area of the place to talk to her more easily. Even if this is just out front to get some fresh air. Anywhere that you can actually talk without yelling. A simple, "Hey I want to show you something cool, come with me."
3.) Finally, you really have to work on kino. You need to touch early in the conversation and touch often. The best way to do this is while gesturing with your hands. Gambler explains it very well in this video.
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Hope all this helps you out man. Don't worry too much about the other stuff now just work on getting these steps down and then we can move on to the more advanced stuff like handling interruptions.
~Jon