I have it too. And it did get better as I got older and had no choice but to face some of my fears, so yes, graduated exposure is the only way I've found to work things out. While I can easily order food, buy stuff or in person or on the phone and talk to random people in an objective way (helping other people, for example), I still feel very unconfortable when I have to talk to semi-acquaintances or be around people I kind of know, but I'm not close to.

Why don't you have a driver's license? I've failed the exam many times because I get nervous when I someone is paying attention at what I am doing. Also, I doubt you act like this out of "proudness", but out of fear of exposing yourself, as you fear other people's judgment.