I think I can help here mate. I had my first proper night out sarging about a while back with Hustler and came across a similar stumbling block in the Scream bar so I'll give you the exact same advice he gave me.

If you're bricking the approach due to lack of confidence, don't go straight into approaching girls with the intention of picking them up. Instead, ask where the toilets are as you go past, make a comment about something at the bar. In fact, approach guys too. For example:

"Guys what was the Liverpool score at the weekend?"
"Do you know if they're still doing food this late?"

It can honestly be something as simple and trivial as this - if it gets your confidence up (and it will) it's worth doing. If you can't ask girls, ask some guys. Not only will it get your confidence up but it'll improve your social proof.

Another one Hustler mentioned was approaching every person in the street, male or female. The famous one is saying "hi how are you" to everyone you pass, in a way that doesn't expect response or further interaction. Hustler's (or should I say Tom's) little twist is that you say "Happy Birthday!" to every group of chicks that passes you. It worked for me because literally 10 minutes later I opened sets left right and centre. Give it a go - it's fun and very useful.

My personal bit of advice is to go and be comfortable with your night. Dress in a way that makes you comfortable. Go out with friends who you can have a good time with. Go to a familiar bar, have a drink and relax. It'll get your confidence up and the fact that you're having a good time will be obvious to others.

Now here comes some tough love. You might've guessed, from my signature, that I'm a fan of Fight Club. One of the mantras of the film is that to lose all hope is freedom, and let me tell you it's absolutely right (not only from a PUA point of view, but in every aspect of life). You need to lose all hope of having any success the first few times you go out sarging, because you will get blown out and fail a lot. But here's some comforting news:

1) People in the bar/club honestly don't notice a thing if you get blown out. They're too wrapped up their own conversations in their own little worlds to bother if some dude didn't approach a set properly.

2) To quote Mark from Peep Show (not sure if you guys get it over in Oz) - just go for it, she can only hurt you emotionally. I had a bit of a harsh blow out the other week - I said "I just found this drink, you reckon I should drink it?" and she just said "I don't care, it doesn't matter"
I just thought fuck her, she doesn't want to talk to me then it's her loss, not mine.

3) With every failure you will learn loads. You'll subconsciously backwards-analyse it and realise what you did wrong. Then when you go into the next night, it'll have put itself right. Every time you get blown out you'll get better, so go out and fail and fail again, because sooner or later you'll get it.

As for getting started with the material, go and read. I'd recommend The Game (if you haven't read it already) and Juggler Method, but if you're really starting from square one, try The Rules of the Game by Neil Strauss. It's quite literally a day-by-day guide to vastly improving self confidence and social belief. Read as much as you can, and read as many forum threads as you can. There is some awesome stuff on here - Rood's Boyfriend Destroyer thread, the Apocalypse thread and pretty much all the field reports to name but a fraction.

But most of all, and I can't stress this enough - practice!