You need to make sure you have healthy, productive goals and focus on progressively building your social confidence and comfort. You obviously need to push your comfort zone, and sometimes that might mean doing little things more often, and other times you should try to go further than you think you can. Most importantly isn't so much if it's little steps or big steps but as long as the steps are actually being taken -- that you are continuing to become more comfortable approaching women, talking to women, opening up to women and being sexual with women.
Women will never be completely warm and comfortable with your approach until you are completely comfortable with yourself in that situation. A lot of what they feel is simply a reflection of what you are projecting at them. My advice is to continue to approach and not worry too much about what you're saying or what she is thinking, but more about how you are feeling. To stay calm, to be unattached to the outcome and don't be too harsh on yourself. Keep a positive outlook!
