Practice, practice, practice... It's what most therapists would refer to as "exposure therapy".
There are some great books on the subject in print that will give you some insight into social anxiety from a psychological perspective. You might want to try http://books.google.com for some free books on the subject, or check your local library.
If you do not have a lot of personal friends to help develop your interpersonal skills with, you might want to look into joining a local group or club that you share some interest with, and would therefore feel more likely to be at ease around. Meetup.Com has a list of clubs and groups in many areas. If you belong to a specific religion, church might be a good place to start. There are also a variety of free or lost cost classes in most communities that are sponsored by local cities, school districts, non-profits, political groups, junior colleges, libraries, etc. Your local newspaper should carry occasional articles about them.
Hope this helps. Good luck!