Problem could be you are tackling too much too soon. There is a technique called progressive conditioning or some such thing. Idea is you train your brain to do the thing you are uncomfortable with, by taking a very small step and repeating it until it becomes comfortable. Then progress from there. Eg. Go out today and establish eye contact with at least 10 women. Not so hard right? Nothing bad is gonna happen. Next, go out tomorrow and say hi to at least 10 women. Again, nothing really bad could happen, they aren't gonna be creeped out just by a dude saying hi are they? But the value of this exercise is you get comfortable doing it, so you have a smaller mountain to climb. Check the "New? Start here" section of the boards for a complete programme along these lines. As to your friends well approaching with friends is totally a double edged sword. They can help your state or ruin it. Try approaching alone or with someone who is experienced at cold approach. Lastly, recognize that what you are tackling really is difficult, defeating a lifetime of social conditioning and breaking society's expectations. Don't be too easy on yourself but also don't be too hard on yourself either. Expect to spend several hours in the shopping centre feeling miserable and stuck in your head, too scared and anxious to approach and angry with yourself for it. Don't worry, we all experienced this. On a few rare occasions I gave up and went home, but on most of them I eventually did an approach and felt better. Momentum momentum momentum my brother. Good luck.
Ray