College is really hard with social anxiety- it's part of the reason i dropped out.
My sophomore year of college, I went out 6 times (mostly by myself).
They actually had a shyness support group at my college (but you had to CALL to get more information, so needless to say- i never joined, but i wish i did.) You may want to check and see if they have one at your school...
Check the school newspaper, online or on bulletin boards for events that are happening around the campus. See if there's any clubs that might interest you. I know it's not easy, but if you do decide to go to something- keep in mind it's not a death sentence- you can leave anytime, it's ok to just check things out.
I ended up going to the pride group a couple times, even though im not gay but support the cause, just to at least get out, and actually met a few nice people. I'm not saying that's the group to join for everyone, but just that colleges offer lots of services- take advantage!