I've found out that there are two parts when breaking free from the vicious cycle that is social anxiety / low self-esteem and they're remarkably similar to getting results in the gym.
There's a theoretical part and there's a practical part and both are dependent on each other. The theoretical part (this is important if you have Asperger's, NLD, PDD-NOS or any disorder that impairs your social skills) consists of learning the required social skills, ways to cover your low self-esteem, and so on; the practical part is simply gradually forcing yourself to leave your comfort zone, to target your weak spots and to repair them.
One part without the other may not yield the desired results; just reading online guides and books on social interaction will get you nowhere unless you leave your comfort zone. Likewise, just forcing yourself out of your comfort zone without knowing what to do may not yield the desired results either.