In my experience you may have to tone down the "outgoing" part of yourself. Depending on how "energetic", outgoing and social you normally are, of course. If you're the typical "all eyes on me" guy (i.e. easily connects with other people, easily gets new friends, comfortable in pretty much any social situation, etc.), she might actually be scared off by you, thinking that she wouldn't have a chance in competing for you with the other, more popular, girls (this is, assuming you are percieved as popular and she likes you, of course). So toning it down a little might help. Also, coming on too strong, which is something you may have to do with other girls, can even be counter-productive with shy girls, as they may not believe you are legit, possibly just flirting with her to play her, etc.
Many shy girls have low self-esteem or little confidence in themselves in many social situations (especially when they are in clubs, bars, etc. where there's a lot of people they don't know), so it's often easier to talk with them in social situations where they feel more comfortable, or even better, if you can be the person to make them feel more comfortable in the sitaution they're in.