A guide to confidence with women
The First Steps
Approaching a girl involves your feet, not your mouth. What you want to do is simply to walk towards her and look at her. You know what? Just practice that. You don't even need to say anything, you can walk away again if you wish. Give yourself a pep talk and go practice. A good place, by the way, is in a store where pretty girls work. They will talk to you, because it's their job. You can practice making conversation with them.
Now you say that you can talk to a girl you know. That means that the only difference with a stranger is that you don't know her. If you knew her, you could talk to her.
Getting to know someone is a cumulative process. Once you've said hi, where are you from, you've started getting to know her. If you can talk to a girl you know, it should only get easier as it goes on. The hurdle you will now learn to clear is the "breaking the ice" part. You will learn how to physically approach a girl, catch her eye and say "hi, where are you from?" or some similar getting-to-know-you sort of question. (By the way, that's a great song, Getting to Know You, from the play King and I).
You've got to start somewhere, so I think you should work on those things. Go to the mall and practice there, if you have to. Promise yourself a reward if you talk to three girls, even just "hi".
What to Talk About
First of all, you are quite capable of communicating. You are doing fine in this little exchange of messages. It's time to put those pieces together.
What I am saying is that you already have all of the skills you need to communicate with women. You can carry on a conversation with a friend, a relative, even a strange man. Further, you can be comfortable around girls you know. The only problem you are having is putting those skills together with a new woman. That's where you need to work.
If you want to know what to say, I'm sure you can think of things. My suggestion is to find a conversation piece, such as something she's wearing, doing or some music that's playing in the background. Whatever. Find it. If it's not there, try something else, like "did you catch the Oscars" or something. In other words, what would you talk to a GUY you just met about? Or, better, if you just met your friend's sister? Someone you're not shy with.
How You Prepare
Now I'm going to add something really important. Please psych yourself up, not out. You seem to want to convince me that to succeed here is impossible for you. Every suggestion is rejected with a counter argument ("Me: Hi, She:Hi, Me: Where are you from and then I feel stupid." Why should you feel stupid? If she answers your question, you would simply keep on the topic - "what's it like there? What do you like about it?" Nothing stupid at all).
What you can do is start believeing in yourself and taking chances. What would be the worst thing that could happen, she'll walk away? That's her loss. If you meet a mute girl, you can walk away too! Again, just practice approaching a girl and asking an ice-breaker, and then following it up. Converse as you do with people you're not afraid of. Stop thinking so much and jump right in. Best way to swim.