reading through your initial post and your responses I have come to a point that I would like to make you aware of. You make many assumptions in your outlook and perspective on this whole thing. first,

"I understand that women need confident men to be able to take care of them and the demands of life (this is the only reason I can think of, at least). I'm confident in other settings in my life, and I speak up and defend my rights. So, I'm not sure why confidence in approaching women is that important, and a deal breaker for many!! It's an automatic reaction I guess. For me, I just have problems in initiating a talk with women. I'm working on it, but I need to go through some rejections to get it right, which I'm not sure if I can endure."

First assumption that is really not accurate is the one bolded. Partially anyway but it assumes that shyness, reserved personalities and introversion is the opposite of confidence.

Also by stating that women "need" what you've stated makes a huge assumption that all women are after being taken care of etc. Pure bs. Some want that, others do not. Dont' lump them all in one big group that women are all alike and want some set scenario.

"Thanks. I understand that men need to approach women..."

Not true. It helps if the female or the male approaches the other but there is no rule stating that the male needs to be the one to initiate. Speaking from experience, I have been approached by the women I've been with in almost every relationship I ended up in. This happens and there is nothing wrong with the female doing the approaching.

"For shy women the role is passive."

Again this assumes that males need to be the one to approach etc. So when a female is shy in your thinking it's passive because they are not responsible for being the one approaching. Simply untrue.

"you have to choose between a shy and a normal confident guy"

I don't agree with your thinking here in that shy guy is the opposite of "normal" and "confident" Don't for a second assume that your introvertedness is odd or weird. Thing is there are far more introverts and shy guys in the world than the world allows you to see... after all we are the quietly reserved ones in the groups so the introverts of the world are not making themselves known... they are in the background. Introverts are entirely normal and fine but different. Some have said that the world is really run by the introverted. I dunno if I believe or agree with that but truth is that the outgoing tend to steal the spotlight and not really because they are trying to but because that is how they are, they are social, outgoing, verbally louder than us, so they are always seen.

Please embrace your shyness and realize the potentially positive traits of your personality. Stop making it an obstacle and use it to your advantage, do what you naturally do and be confident in that. it will show in the end. Trying too hard to be something that you're not is always going to end in utter failure to achieve the goal.