I have severe crippling social anxiety as well. The "just do it" words are often uttered to me. Doing it isn't easy. It never is. Currently I need to call a gender therapist, but I am too afraid. My anxiety makes phone calls to people I don't know, practically impossible. Since my insurance cards are not in yet, I am using that as an excuse to not call. However, they will be in soon, and I am going to need to call. How am I going to though? With a lot of patience, and a lot of failed attempts.
For me, just doing it, is the only thing that works, but it isn't so cut and dry either. I have to work myself up to it. I have to try and try and try again before I finally just do it. I don't know how your anxiety is, but for me, I always feel like everyone is looking at me, watching me, etc. So something that I have started to do, that has helped me tremendously, at least when I am not having to actually interact with anyone, is... well kind of hard to explain.
I make myself look at the other cars, other people, and understand that they aren't paying me any attention. They have their own problems, own struggles and issues. I try and envision them not paying me any mind, thinking of whatever they are thinking of. I then take it out to a larger scale, and place myself as just a tiny dot in the store, then a tiny dot in the city, then in the state, the country, the world, and then it just... fades out. I think about my cosmic self, and just how small I am here, and how many people there are living on this world that aren't paying attention to me. They are involved in their own stuff, I am just another person living my life, and they aren't interested in that.
I don't know if that will help you, but it seems to do the trick 95% of the time for me.