It is very difficult to feel nervous when you are relaxed. Therefore learning relaxation techniques is a key component in becoming more comfortable in social situations if you have social anxiety..
You can learn breathing/relaxation exercises that will help you relax around other people. One of the easiest but most powerful relaxation techniques involves taking deep breath and then releasing the breath very slowly. You can take a deep breath and let it out to a count of four. This is quite relaxing. You can use this technique even in the presence of other people but it is best to practice it first when you are alone.
If you need help with this, you can purchase a relaxation CD at any large bookstore. The CD will teach you some additional relaxation techniques.
You can use the relaxation techniques while you visualize in a positive relaxed way, the experience you wish to have or the exact situation you wish to take place in a relaxing way. If you do this often it is very effective.
Another visualization strategy is to sit quietly and imagine in your mind going some place that you find especially relaxing. Imagine all of the sights, sounds, smells, etc. of this place while taking deep breaths and relaxing the tense parts of your body. You can use this technique before meeting a new person, going out on a date, attending a meeting etc. or any situation that typically causes you to feel nervous.