I have this problem too. My heart goes out to you. It's very painful. I am so introverted but I know the world doesn't work that way, so the only thing I can think of is to force myself into socializing. It's funny, I went to a social anxiety meetup (from meetup.com) last month and one of the girls I was talking to told me that I didn't seem to be very shy. Well of course I don't, because I don't feel intimidated by other shy people.

Most of my close friends live about 400 miles away from me. I made some friends at work.

Someone in this thread said that people are usually shy because their parents were. Mine were very social and outgoing, and I think they didn't know how to handle me sometimes. I was a quite lonely child. They tried to get me to see that if I didn't make an effort to be outgoing, people would give up trying to talk to me. But here's the thing—I'm adopted. Both of my birth parents are extremely shy, and I would classify my biological father as reclusive. Bingo.