In my life I've found the transference of confidence to be very useful when it comes to general confidence.
By taking baby steps in one area, I rack up small victories to the point that I excel at that area (small or large; it doesn't matter). I then make sure I draw upon those experiences when faced with something new or a potentially "rattling" circumstance. By drawing upon that bank of previous victories in other areas, I'm able to apply the confidence I previously gained to the new challenge.
That's why I have what I call my "Victory Log", a notebook where I briefly write down my life victories. When faced with a challenging situation I will occasionally browse through my Victory Log and am able to remind myself that I have a history of doing well and meeting and excelling at challenges. I think of this as transferring confidence from one area of life to another. It's a "savings account" from which I may freely draw from.
Another key aspect of confidence is what I call the absolute refusal to acknowledge current circumstances. It's a matter of training oneself to get into the habit (I repeat, HABIT) of immediately rejecting a current difficult situation and thinking instead of the future best outcome or state of being. Once you make this a habit you become capable of much more in life, and of course that includes dealing with women. You need to irrationally reject your current assessment of circumstances and immediately (like a light switch) think of the inevitable improvement you are going to effect in your life.
Confidence, success, and life itself is made up of tiny, tiny victories. When one trains himself to look at the micro (which is so granular that you can easily observe and MEASURE positive change) and reject the macro (no granularity and little possibility of improvement) you become a much more capable human being.
The big picture is a spirit-destroyer. The small, granular picture presents massive opportunity for positive change.