Have you read the DJ bible (top of the whole page)- good place to start!
Listen, you are not a loser. Losers stay losers. By coming to this site and trying to get help you've made the first and vital step. Congratualtions, you're on the right path.
So, let us look at your situation. You're 18, no girlfriend, had sex once, feel you are unhappy and the thing that is making you unhappy is your lack of a girlfriend. The piece of the jigsaw that you are missing is this elusive girlfriend.
Wrong.
You will soon realise that you are looking for a reason you are unhappy. "No girlfriend" is the answer you've struck on, but I can tell from the brief amount that you've written that the real problem is YOU. Let me let you in on a little secret: Society is wrong about a lot of things, and doesn't have the balls to be right about most things. Your problem is your personality. You are shy, and we're not going to get caught up in *****-ass wet talk about this, BEING SHY IS LIKE BEING CRIPPLED. A lot of people say that being shy is like being blonde or brown haired, like being black or white. This is the truth: Being shy and being confident is like having no legs and being healthy, respectively. Shyness is a disease, a disease that needs to be cured.
Confident people get life, shy people get ****.
If you need any more drive to get you to sort this out, concider the words of the **** in South Park: The Movie...
"Just act confident, chicks dig confidence!"
Amen to that...