Hi, so sorry you're feeling lonely. I know the feeling all too well, I myself don't have any friends. Just my boyfriend and that's long distance a lot of the time. I've been too depressed and had loads more problems to deal with though so I've been putting it aside. But, lately I've been looking for groups to join etc and I second junerain on going on meetup.com ... it's really useful.
I'm now a volunteer at a youth organisation... maybe that would be something that would interest you? Or any type of volunteering. If you're academically driven it would look great on your cv, you'd be helping people out, you'd be meeting new people. Or, if you don't fancy doing something and not getting paid, a part time job outside of school hours is also a great way to meet new people.

Best wishes, hope I helped a little.
Molly