Hey man, I know how you feel, and probably every "trained" DJ has gone through something like that.
Hey, I've gone through TWO training stages... one was the first few weeks of DJ Boot Camp and then I gave up when I couldn't find the courage to close girls. This was about March of '02. I basically gave up on girls and my self confidence went down like crazy, and this hiatus went along for several months.
Then sometime near the end of '02 or the beginning of '03 I started browsing the site again. I read some motivational posts from the Bible and the ones that moved me the most were the ones that focused on the real meaning behind this site: becoming the best you can possibly be, every day of your life, in all aspects of life that you wish. I took up some good hobbies, I am trying presently to improve in several aspects of my life, and this has been the best I've been in quite a while. This time around I'm not going let setbacks bring me too much down...
As for thinking on your toes, I suggest you start thinking of funny stuff while you're with your friends. Just learn to say some funny comments once in a while, etc. Another thing that has helped me A LOT, and I mean A LOT (!!!) are self-affirmations. I recorded myself saying things like, "I am the man. I can easily approach girls. I am the man. I can easily converse with all people. I am the man. I am outgoing. I am the man. I am outgoing." etc. Dayum, all i have to say is that it works.
My breaking point was just getting sick of having that feeling of not having a girl and not doing a damn thing about it. I was getting so pissed off at myself about it that I just decided to start trying again. So far I've been having minimal success but as the number approaches increase, so will the successes. Remember dude, it's all a numbers game.