When I was in middle school (which, granted, was a VERY long time ago), I always changed in a bathroom stall. I was horribly self-conscious, and you couldn't have paid me enough to change around all the girls in the locker room. Of course, being attracted to chicks, being in the locker room did have its perks....
In high school, I perfected a way of changing from one shirt to the other without exposing any part of my torso. Guess it was always my chest that bothered me, because I had no problem changing pants in front of other people.
Locker rooms suck incredibly much, but you get through it, even if it seems like you never will. Just try to do your best to remain as comfortable as possible through it.
SD