To me Approach Anxiety (AA) is a combination of fear of rejection and stage freight. The #1 fear American's have isn't of dying, it's of giving a speech in public. Well, guess what you're doing when you're doing cold approach? That's right, it's public speaking, just with highly focused subject matter towards a given audience, in this case it's women you find attractive.

So how do we go about mitigating AA? First, you've got to approach over and over. The more you do it the more acclimated you'll become to the nervous feelings associated with the stage freight aspect. Second, you'll need some positive reinforcement to build up your confidence. This is where structured approach comes into play. With a well structured approach you can up your odds of having positive outcomes which in turn builds confidence over the long run. Granted this is a subject for another thread all together.

Anyway, over time once you have your confidence and are somewhat acclimated to the nervous energy that comes with approaching strangers, you can take off the training wheels and see how things go naturally. Once you've accomplished this self-improvement it's not uncommon to find things that didn't work in the past to actually go in your favor now. That's the difference having confidence in your own ability and being comfortable in your own skin can make.