I think you have aa, don't worry so much for what you have to say just go there and do it. Don't try anything too cocky if doesn't go with your personality just approach to her and be normal. Don't approach to her while she's working out, wait until she has finished and if her friend doens't have her ipod on approach to her friend and tease her " How rude is your friend comes to the gym with you and doens't want to pay you attention.... " this is just an example but I hope you get the point
If you want to approach to her directly then do it, don't hesitate. You can tell her something like - remember approaching after she has finished working out- "Constance I like that in a woman, do you always take things so seriously" if she has her ipod on , before using the opener use your hands to indicate her to take her headphones off.
After opening teaser her " What else do you like to do?besides going to the gym of course" Remember this is just an example
It's pretty much up to you, my only real advice is to be who you are don't aproach to her pretending to be someone that you are not, if you are shy and you pretend to be condifent it's going to look awful
I'd recommend you to chek this video: I'm sure is going to help you out.
Take care and good luck
http://www.youtube.com/watch?v=gbjRPDVW ... PTy2aTLHEX